# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-25-191299
**Filing Date:** 2025-8
**Character Count:** 351210
**Document Hash:** fdac608570f1590fcb3f11990a310804
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-191299.hdr.sgml**: 20250818

**ACCESSION NUMBER**: 0001752724-25-191299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250818

**DATE AS OF CHANGE**: 20250818

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 251226662

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1486058068.18

**Total Liabilities:** $29341554.19

**Net Assets:** $1456716513.99

**Delayed Delivery Securities:** $22655789.33

**Cash Not Reported:** $46007470.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4746.63000000 | **1-Year:** -97852.00000000 | **5-Year:** -87798.13000000 | **10-Year:** -6318.41000000 | **30-Year:** -1547.56000000

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

- **3-Month:** -362.19000000 | **1-Year:** -2340.43000000 | **5-Year:** -2760.95000000 | **10-Year:** -10674.52000000 | **30-Year:** -327.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098954 | 0.58%                | 0.02%                | 0.72%                |
| Class ID C000078082 | 0.57%                | 0.01%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $150135.16               | $926836.27                                 |
| Month 2  | $-248857.73              | $-3087180.63                               |
| Month 3  | $606698.72               | $5212893.44                                |

**Designated Index Information**

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

- **Index Identifier:** LGC3TRUU

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382639 | PA      | $372230.87    | 0.03%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXIV Ltd                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1205000 | PA      | $1210437.90   | 0.08%             | 2029-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-H1                                           | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $655549.24    | 0.05%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                           | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444253.37    | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1303238.79   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-B                           | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $391158.50    | 0.03%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815436 | PA      | $853210.73    | 0.06%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $467120.80    | 0.03%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59894 | PA      | $61894.41     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                        | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2272678.22   | 0.16%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838137.25    | 0.06%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2024-BNK47                                                                 | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233685 | PA      | $239163.33    | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1398131.49   | 0.10%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $723790.37    | 0.05%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                         | Chase Auto Credit Linked Notes Series 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $1309222.98   | 0.09%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2520281.16   | 0.17%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2400000 | PA      | $2403899.50   | 0.17%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                   | KIND Trust 2021-KIND                                                            | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2048180 | PA      | $2033029.11   | 0.14%             | 2038-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                                | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $426785.98    | 0.03%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                                             | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318916 | PA      | $315267.82    | 0.02%             | 2060-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                               | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295289.32    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $262970.48    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1629842.62   | 0.11%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295860.81    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304442 | PA      | $305432.25    | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                         | KSA Sukuk Ltd.                                                                  | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   1430000 | PA      | $1426142.58   | 0.10%             | 2029-01-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                                    | Sound Point CLO IX Ltd                                                          | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   3004625 | PA      | $3009046.43   | 0.21%             | 2032-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122117.95    | 0.01%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1000062.17   | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1805000 | PA      | $1738867.06   | 0.12%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    717000 | PA      | $728893.72    | 0.05%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                    | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1796198.73   | 0.12%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1951343.73   | 0.13%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1490000 | PA      | $1531234.26   | 0.11%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR12                                                                | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $444242.85    | 0.03%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $435626.95    | 0.03%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust              | Santander Mortgage Asset Receivable Trust 2025-NQM2                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451008 | PA      | $1462708.33   | 0.10%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272384 | PA      | $253795.55    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1444602.02   | 0.10%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479972 | PA      | $1463199.67   | 0.10%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583258 | PA      | $465795.15    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $590866.13    | 0.04%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876328.32    | 0.06%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                 | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1878544.04   | 0.13%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1151282.70   | 0.08%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                        | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2757024.25   | 0.19%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1740000 | PA      | $1761636.24   | 0.12%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                                          | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2150000 | PA      | $2171270.49   | 0.15%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6106063 | PA      | $6310947.26   | 0.43%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                    | Sound Point CLO XXVI Ltd                                                        | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1421730.63   | 0.10%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                             | Elara HGV Timeshare Issuer 2019-A LLC                                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634458 | PA      | $624110.27    | 0.04%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                | Flagstar Mortgage Trust 2018-6RR                                                | CUSIP: 33851FAP2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    119460 | PA      | $116919.52    | 0.01%             | 2048-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1945318.12   | 0.13%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $533910.43    | 0.04%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                                     | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    860000 | PA      | $861091.99    | 0.06%             | 2032-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV1 Trust                                                             | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268624 | PA      | $239482.69    | 0.02%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1940806.19   | 0.13%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                               | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008579.64   | 0.14%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2920000 | PA      | $3001827.74   | 0.21%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2016-I Ltd                                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   1948761 | PA      | $1947892.43   | 0.13%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1048092.48   | 0.07%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2025-LEAF1 Notes                                                  | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3995000 | PA      | $4054366.50   | 0.28%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86397 | PA      | $86034.61     | 0.01%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-N2                                          | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1152705.09   | 0.08%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1310000 | PA      | $1323583.64   | 0.09%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1654719.89   | 0.11%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                           | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |    721914 | PA      | $721914.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1781257.82   | 0.12%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo VII Ltd                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   2240000 | PA      | $2231552.87   | 0.15%             | 2035-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers Clo 43 Ltd                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   3220000 | PA      | $3217614.69   | 0.22%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2020-SFR2 Trust                                                            | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2347614 | PA      | $2342724.26   | 0.16%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2844460.79   | 0.20%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust              | Santander Consumer Auto Receivables Trust 2021-B                                | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193061 | PA      | $1180316.61   | 0.08%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81958 | PA      | $85841.24     | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                                        | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1154984.64   | 0.08%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                           | World Omni Select Auto Trust 2023-A                                             | CUSIP: 98163UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1211570.64   | 0.08%             | 2028-08-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                                  | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160000 | PA      | $1196538.84   | 0.08%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                     | Viterra Finance BV                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1820000 | PA      | $1826057.11   | 0.13%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                      | Wellfleet CLO 2018-2 Ltd                                                        | CUSIP: 94949JAJ4<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    433372 | PA      | $433907.38    | 0.03%             | 2031-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                             | NBN Co Ltd                                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2805000 | PA      | $2735621.92   | 0.19%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242259.19    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    255000 | PA      | $255000.87    | 0.02%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2856450.94   | 0.20%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401162 | PA      | $380227.84    | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust Series 2025-DSC1                                       | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1061784 | PA      | $1069580.00   | 0.07%             | 2065-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416509 | PA      | $370402.92    | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                            | MEGlobal BV                                                                     | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $980281.64    | 0.07%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3905124.69   | 0.27%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469810 | PA      | $440774.23    | 0.03%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                 | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3600000.00   | 0.25%             | 2032-08-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2022-1D                                            | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360065 | PA      | $355889.53    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Loan Trust 2020-A                                     | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560435 | PA      | $539117.78    | 0.04%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3000953.22   | 0.21%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2021-VIEW                                                              | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $930809.80    | 0.06%             | 2036-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178480 | PA      | $180630.50    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1735000 | PA      | $1738889.51   | 0.12%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1134692.37   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1945932.06   | 0.13%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO VI Ltd                                                             | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   3245000 | PA      | $3248906.04   | 0.22%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2110000 | PA      | $2114409.90   | 0.15%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                           | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2679748.31   | 0.18%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5214787.00   | 0.36%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31371LBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101874 | PA      | $104974.00    | 0.01%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3626423.61   | 0.25%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2105465.09   | 0.14%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212310.97    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369890 | PA      | $370094.65    | 0.03%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3482560.55   | 0.24%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056870 | PA      | $1075603.71   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                  | Amrize Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2059082.20   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105530 | PA      | $99807.99     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1769650.51   | 0.12%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3400000 | PA      | $3160832.30   | 0.22%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                   | Bank 2019-BNK19                                                                 | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70553 | PA      | $66431.18     | 0.00%             | 2061-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2945000 | PA      | $2969657.72   | 0.20%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2473904 | PA      | $2370902.93   | 0.16%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471608.38   | 0.10%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2024-SFR2 Trust                                              | CUSIP: 89616VAD2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1435000 | PA      | $1445953.36   | 0.10%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65533 | PA      | $62105.14     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                            | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   2200000 | PA      | $2184092.90   | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                          | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1121181.08   | 0.08%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2018-B                                         | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    599691 | PA      | $598646.84    | 0.04%             | 2037-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                     | Advance Auto Parts Inc                                                          | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1746317.48   | 0.12%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2871529.67   | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-3 Ltd                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   2715000 | PA      | $2721775.09   | 0.19%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4984000 | PA      | $5148186.02   | 0.35%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31400Y2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172125 | PA      | $177905.09    | 0.01%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-1                                            | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77120 | PA      | $75317.73     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1579818.79   | 0.11%             | 2038-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1500746.25   | 0.10%             | 2036-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1401662.46   | 0.10%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO VI                                                          | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |    474241 | PA      | $474765.05    | 0.03%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo IX Ltd                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    645835 | PA      | $646414.16    | 0.04%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    855000 | PA      | $859039.16    | 0.06%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE25 Mortgage Trust                                                 | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90519 | PA      | $90321.85     | 0.01%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-HE2                                        | CUSIP: 10569CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149184 | PA      | $148896.16    | 0.01%             | 2069-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112371 | PA      | $113829.45    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3272826 | PA      | $2835547.30   | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2018378 | PA      | $1880636.77   | 0.13%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495586 | PA      | $473468.19    | 0.03%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQJH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62343 | PA      | $63547.82     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1588000 | PA      | $1573035.04   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                   | BlueMountain CLO 2018-3 Ltd                                                     | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    565827 | PA      | $566234.99    | 0.04%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137105 | PA      | $130548.91    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P3                                          | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1698002.34   | 0.12%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1695255.82   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2044075.43   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349UK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47069 | PA      | $47857.89     | 0.00%             | 2035-02-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2020-SFR5 Trust                                                            | CUSIP: 03217JAA9<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |    757909 | PA      | $748899.79    | 0.05%             | 2037-11-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497596.64   | 0.10%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                                | CUSIP: 22823PV59<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   7200000 | PA      | $7163834.40   | 0.49%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2025-1                                             | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $854496.36    | 0.06%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO II Ltd                                                               | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3015000 | PA      | $3018879.10   | 0.21%             | 2031-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2145000 | PA      | $2152023.59   | 0.15%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                         | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130912 | PA      | $127853.69    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XVIII Ltd                                                   | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $599611.18    | 0.04%             | 2036-04-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $667824.06    | 0.05%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491972.98   | 0.10%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2001981.80   | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2025-A                                         | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160038 | PA      | $1174691.42   | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $933693.16    | 0.06%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | ARES XLV CLO Ltd                                                                | CUSIP: 04016QAJ5<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497292.73   | 0.17%             | 2030-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56097 | PA      | $54291.11     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1343216.38   | 0.09%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1390184.48   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM6 Trust                                                             | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   1773866 | PA      | $1782226.23   | 0.12%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451479 | PA      | $450894.02    | 0.03%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                               | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3519477.96   | 0.24%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3666568.99   | 0.25%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron CLO 23 LLC                                                             | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   2180000 | PA      | $2182723.74   | 0.15%             | 2036-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-E                                | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483671 | PA      | $472031.52    | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2507000 | PA      | $2477885.16   | 0.17%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2025-A                                           | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1254959.58   | 0.09%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270727 | PA      | $266088.85    | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    540000 | PA      | $576104.88    | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    394100 | PA      | $397127.24    | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                               | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1727054.19   | 0.12%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3041449.80   | 0.21%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2980000 | PA      | $3010527.12   | 0.21%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $420795.34    | 0.03%             | 2030-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-HE1                                        | CUSIP: 10569QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260400 | PA      | $259980.72    | 0.02%             | 2070-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLPH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100173 | PA      | $103714.55    | 0.01%             | 2035-08-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1173772 | PA      | $1200953.22   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                               | Korea Hydro & Nuclear Power Co Ltd                                              | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1790000 | PA      | $1746032.50   | 0.12%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999475 | PA      | $3051827.51   | 0.21%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                          | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741907.31    | 0.05%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2710000 | PA      | $2630740.33   | 0.18%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1138461.75   | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165365 | PA      | $170757.13    | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                           | Hardee's Funding LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306535 | PA      | $1193192.73   | 0.08%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473332 | PA      | $438525.72    | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                               | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298206.83    | 0.02%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                 | Tenaga Nasional Bhd                                                             | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1210737.83   | 0.08%             | 2025-11-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1708706.83   | 0.12%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486124 | PA      | $502569.40    | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                 | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2055000 | PA      | $2021636.46   | 0.14%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31401KL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118530 | PA      | $121613.97    | 0.01%             | 2033-06-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3462500 | PA      | $3370515.57   | 0.23%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2907253 | PA      | $2653993.12   | 0.18%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095000 | PA      | $2042867.39   | 0.14%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163166 | PA      | $165306.78    | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1365522.90   | 0.09%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                     | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $254520.07    | 0.02%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                 | RR 18 Ltd                                                                       | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   2380000 | PA      | $2386207.54   | 0.16%             | 2034-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $688365.04    | 0.05%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1956178.27   | 0.13%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    575000 | PA      | $578675.35    | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                             | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1190896.74   | 0.08%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                                 | HPHT Finance 21 II Ltd                                                          | CUSIP: 000000000<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   3450000 | PA      | $3326388.88   | 0.23%             | 2026-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2880200.13   | 0.20%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO XXVI Ltd                                                           | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    916200 | PA      | $917518.59    | 0.06%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1227324.99   | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3720000 | PA      | $3605864.45   | 0.25%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1308247 | PA      | $1319174.63   | 0.09%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1213068.22   | 0.08%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1416433 | PA      | $1450068.04   | 0.10%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36310000 | PA      | $36504315.14  | 2.51%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655394.13    | 0.04%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                      | Ma'aden Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1425792.20   | 0.10%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3487000 | PA      | $3468924.75   | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-INV4 Mortgage Loan Trust                                              | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |    979548 | PA      | $987622.68    | 0.07%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                   | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1038038.33   | 0.07%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                               | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2855000 | PA      | $2926339.06   | 0.20%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146125 | PA      | $150001.69    | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                             | Bowling Green Park CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3135000 | PA      | $3113755.80   | 0.21%             | 2035-04-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4269650.01   | 0.29%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1963963.40   | 0.13%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187392 | PA      | $180552.45    | 0.01%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6902118 | PA      | $6618852.78   | 0.45%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1451031.85   | 0.10%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845000 | PA      | $1922785.57   | 0.13%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18182 | PA      | $18348.38     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                               | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $447873.45    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379454.49    | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97826 | PA      | $101108.14    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4442387.88   | 0.30%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2021-2 Receivables Funding LLC                                 | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494282 | PA      | $484515.68    | 0.03%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38989 | PA      | $39809.97     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                | KT Corp                                                                         | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $596655.22    | 0.04%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                               | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    812000 | PA      | $807892.92    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310210.61    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                      | Arbys Funding LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881188 | PA      | $1796395.61   | 0.12%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $743018.76    | 0.05%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                 | Standard Chartered PLC                                                          | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1728000 | PA      | $1717465.58   | 0.12%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $819495.95    | 0.06%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $5805718.99   | 0.40%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506361.95   | 0.17%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3087000 | PA      | $3177223.53   | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DTC73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691543 | PA      | $707677.28    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                   | Woodside Finance Ltd                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1424000 | PA      | $1409843.75   | 0.10%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5209224.00   | 0.36%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                      | Golub Capital Partners Static 2024-1 Ltd                                        | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   5570000 | PA      | $5576962.50   | 0.38%             | 2035-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526529.03    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2025-2                       | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006335.60   | 0.07%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2079267.50   | 0.14%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3087981.82   | 0.21%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285531.58   | 0.09%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170394 | PA      | $172610.06    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482229 | PA      | $486652.66    | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141062.77    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XII Ltd                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   1170000 | PA      | $1165681.37   | 0.08%             | 2031-05-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3690000 | PA      | $3736791.27   | 0.26%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2502434.58   | 0.17%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                  | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $794776.59    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133D2A56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610683 | PA      | $600278.83    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112637 | PA      | $116398.71    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1753227.38   | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | THL Credit Wind River 2019-3 Clo Ltd                                            | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    230723 | PA      | $230837.08    | 0.02%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2215000 | PA      | $2251868.56   | 0.15%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                | Flagstar Mortgage Trust 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355213 | PA      | $340608.46    | 0.02%             | 2050-03-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23275000 | PA      | $23331369.26  | 1.60%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross 2025-H4 Mortgage Trust                                                    | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2826894 | PA      | $2848972.19   | 0.20%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                   | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5395000 | PA      | $5321073.93   | 0.37%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1958854.02   | 0.13%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97143 | PA      | $100309.67    | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2873406.89   | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1766 | NC      | $1351757.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-1 Mortgage Loan Trust                                                 | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700831 | PA      | $605881.78    | 0.04%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392915.03    | 0.03%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223706 | PA      | $208645.60    | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                  | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    885000 | PA      | $897299.05    | 0.06%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185815 | PA      | $186475.52    | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                            | Balboa Bay Loan Funding 2023-1 Ltd                                              | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3535000 | PA      | $3535000.00   | 0.24%             | 2036-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2024-3                                                  | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $270823.96    | 0.02%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446492.61    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1781683.31   | 0.12%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523447.88   | 0.10%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $214550.24    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-B                           | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1484047 | PA      | $1498258.21   | 0.10%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6075000 | PA      | $6107199.32   | 0.42%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                      | Ma'aden Sukuk Ltd                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1780000 | PA      | $1812792.94   | 0.12%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                        | Sands China Ltd                                                                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1094993.13   | 0.08%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2024-5C4 Mortgage Trust                                                     | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1072999.15   | 0.07%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                  | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1232531.29   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                     | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750717.56    | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                      | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1000149.86   | 0.07%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747035.28    | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                    | Sherwin-Williams Co/The                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1765718.15   | 0.12%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581383 | PA      | $582860.67    | 0.04%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                 | CUSIP: 12665JUB3<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |   7200000 | PA      | $7189256.16   | 0.49%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                                         | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255249.14    | 0.02%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1232760.16   | 0.08%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    440000 | PA      | $441510.45    | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360227 | PA      | $326715.58    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                  | Galton Funding Mortgage Trust 2020-H1                                           | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $887080.70    | 0.06%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1022259.68   | 0.07%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1777392 | PA      | $1746284.06   | 0.12%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375260 | PA      | $376038.80    | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                     | CUSIP: 69047JUM8<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   7200000 | PA      | $7179053.76   | 0.49%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3682 | PA      | $3469.53      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1412147.43   | 0.10%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697469.25    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $640817.62    | 0.04%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                 | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1105409 | PA      | $1106232.72   | 0.08%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                             | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1320655.09   | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                  | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4082768.56   | 0.28%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                  | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3009950.28   | 0.21%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                       | Kilroy Realty LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1000000 | PA      | $998416.92    | 0.07%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2022-A                                        | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1088589.20   | 0.07%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                   | ERAC USA Finance LLC                                                            | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1172547.26   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                         | Finance of America HECM Buyout 2024-HB1                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900935 | PA      | $895374.87    | 0.06%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XV Ltd                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $897657.35    | 0.06%             | 2033-01-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000717 | PA      | $3930684.70   | 0.27%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH3                                                 | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     18292 | PA      | $18054.52     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1655000 | PA      | $1684120.30   | 0.12%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust                                             | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1529349.93   | 0.10%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2345439 | PA      | $2368713.27   | 0.16%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC         | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5955601 | PA      | $5671593.50   | 0.39%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                             | Elara HGV Timeshare Issuer 2023-A LLC                                           | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754548 | PA      | $779229.75    | 0.05%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3089200.83   | 0.21%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1466984.07   | 0.10%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4895000 | PA      | $4898126.04   | 0.34%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    724895 | PA      | $726337.07    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266244.93    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                     | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    525000 | PA      | $486893.35    | 0.03%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2718 | PA      | $2627.28      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables X LLC                                        | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $784247.11    | 0.05%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2376018.61   | 0.16%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1380029 | PA      | $1259596.37   | 0.09%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95042 | PA      | $88067.70     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3873738.86   | 0.27%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464412.37    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                | HPS Loan Management 2021-16 Ltd                                                 | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4265000 | PA      | $4267655.30   | 0.29%             | 2035-01-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418MCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1478 | PA      | $1517.16      | 0.00%             | 2035-01-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31410GDU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12629 | PA      | $12786.22     | 0.00%             | 2033-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $141935.86    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1285549.03   | 0.09%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                   | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5014000 | PA      | $4897533.70   | 0.34%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2845000 | PA      | $2790362.26   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                 | Northwoods Capital XIV-B Ltd                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   5707218 | PA      | $5699896.70   | 0.39%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3771915.41   | 0.26%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                 | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    865000 | PA      | $891435.55    | 0.06%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $265818.62    | 0.02%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                | KT Corp                                                                         | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1970000 | PA      | $1970083.02   | 0.14%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | THL Credit Wind River 2018-2 Clo Ltd                                            | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23755 | PA      | $23781.43     | 0.00%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-1, Ltd.                               | Invesco CLO 2022-1 Ltd                                                          | CUSIP: 460988AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4070000 | PA      | $4071221.81   | 0.28%             | 2035-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2024-NQM1                                                                  | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251260 | PA      | $1256189.53   | 0.09%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                   | BlueMountain CLO 2016-3 Ltd                                                     | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2204487 | PA      | $2204315.70   | 0.15%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254264.81   | 0.09%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169244 | PA      | $175305.91    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106172 | PA      | $101050.43    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $755958.99    | 0.05%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2986547.70   | 0.21%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                                             | RLGH Trust 2021-TROT                                                            | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1366573.90   | 0.09%             | 2036-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94430 | PA      | $99725.88     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3420069.28   | 0.23%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23502 | PA      | $23716.05     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1462137.86   | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1244550.79   | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2712797.08   | 0.19%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1769194.97   | 0.12%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM Funding Ltd                                       | OZLM Funding II Ltd                                                             | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3275000 | PA      | $3279093.75   | 0.23%             | 2037-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                               | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    940000 | PA      | $955974.08    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                               | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4679449.94   | 0.32%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $842162.70    | 0.06%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                    | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1152363.24   | 0.08%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 173230000 | PA      | $173230000.00 | 11.89%            | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1365000 | PA      | $1390934.58   | 0.10%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                           | Highmark Inc                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1044667.83   | 0.07%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36225DFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191387 | PA      | $194211.74    | 0.01%             | 2034-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1253975.76   | 0.09%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4090000 | PA      | $4097029.69   | 0.28%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    835000 | PA      | $876646.54    | 0.06%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                  | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458644.41    | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3514331.24   | 0.24%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1208915.56   | 0.08%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                               | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1651665.91   | 0.11%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345000 | PA      | $2322429.14   | 0.16%             | 2033-10-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XXI Ltd                                                           | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2830000.00   | 0.19%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $4107496.65   | 0.28%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31385XFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14285 | PA      | $14507.54     | 0.00%             | 2033-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1617377.07   | 0.11%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2025-A Owner Trust                                      | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $541180.53    | 0.04%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427MW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427884 | PA      | $435200.02    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4444789 | PA      | $4143263.40   | 0.28%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2021-1                                   | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3157207 | PA      | $3130695.03   | 0.21%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $338668.44    | 0.02%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273612 | PA      | $272210.87    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2662141.95   | 0.18%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                      | Japan Tobacco Inc                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2645000 | PA      | $2685380.32   | 0.18%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                             | BINOM Securitization Trust 2021-INV1                                            | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457984 | PA      | $419600.68    | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2390110.39   | 0.16%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                 | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1558506.18   | 0.11%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2163660.55   | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2020-INV1                                              | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223102 | PA      | $200899.24    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1075000 | PA      | $1110024.13   | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181599.21    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1772852.85   | 0.12%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583669 | PA      | $605270.99    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    635256 | PA      | $637364.49    | 0.04%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                               | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3746449.43   | 0.26%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    755000 | PA      | $770681.72    | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $230895.86    | 0.02%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    480209 | PA      | $474766.94    | 0.03%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4672706 | PA      | $4360950.06   | 0.30%             | 2052-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1219666.25   | 0.08%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146328 | PA      | $137812.98    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617881 | PA      | $629942.35    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR11                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $627190.20    | 0.04%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XV Ltd                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |   3245000 | PA      | $3249850.63   | 0.22%             | 2033-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1204118.51   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-CCRE15 Mortgage Trust                                                 | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863308 | PA      | $844607.24    | 0.06%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -507 | NC      | $-597516.83   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Stratus CLO                                            | Stratus Funding CLO 2025-1 Ltd                                                  | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140000.00   | 0.08%             | 2033-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                | Chenango Park CLO Ltd                                                           | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    585000 | PA      | $585711.68    | 0.04%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615333.45    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1277000 | PA      | $1253613.74   | 0.09%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    691000 | PA      | $716047.90    | 0.05%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-SLCT                                          | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $484464.05    | 0.03%             | 2042-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88228 | PA      | $88318.61     | 0.01%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72310 | PA      | $72227.08     | 0.00%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    477000 | PA      | $468521.30    | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41520 | PA      | $42873.52     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    786000 | PA      | $792496.42    | 0.05%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3574803.33   | 0.25%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1275827.21   | 0.09%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1295312.54   | 0.09%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $270378.71    | 0.02%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172331 | PA      | $166204.40    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1509444.30   | 0.10%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      4515 | PA      | $4467.61      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7982830 | PA      | $8252088.96   | 0.57%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153930 | PA      | $156243.36    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5750087.96   | 0.39%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 61 Clo Ltd                                                               | CUSIP: 26251CBG8<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009109.34   | 0.14%             | 2032-01-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                 | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1509371.05   | 0.10%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $314251.59    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497353 | PA      | $473551.66    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    809000 | PA      | $825444.63    | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2022-4                                                | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841042 | PA      | $4635168.46   | 0.32%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31400FDQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28008 | PA      | $28661.58     | 0.00%             | 2033-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                             | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    431000 | PA      | $422472.28    | 0.03%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                       | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1268031.39   | 0.09%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                   | Porsche Innovative Lease Owner Trust 2025-1                                     | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160000 | PA      | $1172943.51   | 0.08%             | 2030-11-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-6 Mortgage Loan Trust                                                 | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   1047319 | PA      | $1051110.90   | 0.07%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                                         | CUSIP: 40412BUH4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   3640000 | PA      | $3631620.36   | 0.25%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    953000 | PA      | $968506.81    | 0.07%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                         | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1499724.60   | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    389000 | PA      | $385694.12    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                                | CUSIP: 22823PUN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   3895000 | PA      | $3883092.21   | 0.27%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-3                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    412442 | PA      | $414862.14    | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-B                           | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323364 | PA      | $327439.40    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $868301.10    | 0.06%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117103 | PA      | $110107.77    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                   | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4538000 | PA      | $4454788.06   | 0.31%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                             | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5120072.00   | 0.35%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                         | Alinea CLO 2018-1 Ltd                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249601.93    | 0.02%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1580000 | PA      | $1580087.26   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                               | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   2880000 | PA      | $2844180.00   | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO LTD                                         | Alinea CLO 2018-1 Ltd                                                           | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    539857 | PA      | $538980.61    | 0.04%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1494970.12   | 0.10%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1676189.49   | 0.12%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472406 | PA      | $453051.24    | 0.03%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2304864 | PA      | $2326008.30   | 0.16%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                  | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1538724.97   | 0.11%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1190951.46   | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4418442 | PA      | $4347586.13   | 0.30%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1390000 | PA      | $1413536.34   | 0.10%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3372099.72   | 0.23%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1469143.34   | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2019-HY3                                              | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $326882.05    | 0.02%             | 2059-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    725000 | PA      | $713233.83    | 0.05%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2020-3                                                 | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125427 | PA      | $120075.22    | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309500 | PA      | $298741.44    | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                        | TX Trust 2024-HOU                                                               | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494215.70   | 0.10%             | 2039-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31410GDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53386 | PA      | $55071.63     | 0.00%             | 2035-06-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                    | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250613.46    | 0.02%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375985 | PA      | $371981.13    | 0.03%             | 2039-02-25      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | Lstar Commercial Mortgage Trust 2016-4                                          | CUSIP: 50219QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57225 | PA      | $56890.89     | 0.00%             | 2049-03-10      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                                             | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195032 | PA      | $194210.85    | 0.01%             | 2060-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1872355.34   | 0.13%             | 2033-10-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                             | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396510.38    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $387859.86    | 0.03%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                   | Waste Management Inc                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1837794.97   | 0.13%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                         | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3236970.13   | 0.22%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1463674.31   | 0.10%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3959367 | PA      | $4044318.79   | 0.28%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                 | Santander Holdings USA Inc                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    670000 | PA      | $677661.52    | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1061279.68   | 0.07%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust                                                  | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101064.84    | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2620242.52   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2405443 | PA      | $2393913.41   | 0.16%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                             | Driven Brands Funding LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3107388 | PA      | $3062018.78   | 0.21%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-2                                             | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100719.36    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205677 | PA      | $211215.00    | 0.01%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2280492.69   | 0.16%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2609478.77   | 0.18%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $733117.11    | 0.05%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307970 | PA      | $273739.98    | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    352625 | PA      | $352272.45    | 0.02%             | 2045-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59345 | PA      | $55133.53     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                           | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1921000 | PA      | $1982277.40   | 0.14%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MED Trust                                              | MED Commercial Mortgage Trust 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398994.00    | 0.03%             | 2041-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM1 Trust                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2577444 | PA      | $2583090.07   | 0.18%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4762067 | PA      | $4776523.90   | 0.33%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2467857.68   | 0.17%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                               | Goto Foods Funding LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4365400 | PA      | $4341497.25   | 0.30%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    710000 | PA      | $717255.82    | 0.05%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1207139.53   | 0.08%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82446 | PA      | $80190.73     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH2                                                 | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100112 | PA      | $93904.14     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2165148.45   | 0.15%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2449277.48   | 0.17%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | THL Credit Wind River 2019-3 Clo Ltd                                            | CUSIP: 97314JAL9<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $988783.06    | 0.07%             | 2031-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                           | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3714439.83   | 0.25%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1453375 | PA      | $1454788.84   | 0.10%             | 2045-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Brambles USA Inc                                       | Brambles USA Inc                                                                | CUSIP: 10510KAC1<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1413312.61   | 0.10%             | 2025-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370006 | PA      | $1149984.08   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    985000 | PA      | $988891.74    | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                               | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534909.25    | 0.04%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1357117.20   | 0.09%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10880 | PA      | $10813.50     | 0.00%             | 2044-07-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                                     | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1098581.95   | 0.08%             | 2032-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                       | Trestles CLO VIII Ltd                                                           | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6775000 | PA      | $6771741.77   | 0.46%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2021-1                                     | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118928 | PA      | $113326.44    | 0.01%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2852196 | PA      | $2388308.48   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $878937.50    | 0.06%             | 2029-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2653025.35   | 0.18%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1045000 | PA      | $1002911.27   | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2831657.05   | 0.19%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct               | Pacific Life U.S. Government Fund Direct                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     88614 | NS      | $88614.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3563160.97   | 0.24%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-1                       | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $524545.94    | 0.04%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2893443.00   | 0.20%             | 2038-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                              | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    377000 | PA      | $373348.34    | 0.03%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1496136.16   | 0.10%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2019-EXP2 Trust                                                             | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54248 | PA      | $53762.44     | 0.00%             | 2059-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975469.80   | 0.14%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263638 | PA      | $240771.83    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1327176 | PA      | $1333261.59   | 0.09%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                     | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    665000 | PA      | $678542.09    | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521499.80   | 0.17%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2285000 | PA      | $2210480.46   | 0.15%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XVI Ltd                                                     | CUSIP: 349927AN3<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $2705494.23   | 0.19%             | 2035-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                    | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1252018.27   | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                               | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $283505.04    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $1029798.23   | 0.07%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55682 | PA      | $52229.82     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -92 | NC      | $-466268.33   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366225 | PA      | $370979.62    | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15644 | PA      | $15216.29     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                 | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014114.82   | 0.07%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2707418.57   | 0.19%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310678 | PA      | $278918.85    | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114190.59    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    980000 | PA      | $974530.82    | 0.07%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                  | Marble Point CLO XV Ltd                                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1205945 | PA      | $1203159.20   | 0.08%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1600004.64   | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $4236967.89   | 0.29%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust           | Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                          | CUSIP: 95003FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1328218 | PA      | $1187637.76   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1565950.77   | 0.11%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1229513.99   | 0.08%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer                    | BRE Grand Islander Timeshare Issuer 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352738 | PA      | $347710.17    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9BP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58867 | PA      | $60428.72     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832142 | PA      | $817356.88    | 0.06%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $367491.74    | 0.03%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                            | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    855000 | PA      | $847805.77    | 0.06%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                    | Octagon Investment Partners XXI Ltd                                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   2195000 | PA      | $2189337.98   | 0.15%             | 2031-02-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                              | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985605.26    | 0.07%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1252921.94   | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1930277.31   | 0.13%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1715000 | PA      | $1738702.48   | 0.12%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-5                                                 | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |   1964936 | PA      | $1972487.81   | 0.14%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                               | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $335224.87    | 0.02%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                               | OZLM XV Ltd                                                                     | CUSIP: 67111DBA3<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |   1305000 | PA      | $1305914.18   | 0.09%             | 2033-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    980000 | PA      | $989748.32    | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1895557.02   | 0.13%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2019-EXP3 Trust                                                             | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35253 | PA      | $35319.34     | 0.00%             | 2059-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1379551.35   | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1958544 | PA      | $1754278.89   | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2568000 | PA      | $2588814.67   | 0.18%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XV Ltd                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   4628064 | PA      | $4617139.99   | 0.32%             | 2033-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3133TPPJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34064 | PA      | $34550.75     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221494.77    | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590170.75    | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127304 | PA      | $114764.42    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $609682.32    | 0.04%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                  | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    605000 | PA      | $628603.63    | 0.04%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-1                                            | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56367 | PA      | $53778.96     | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2121348.00   | 0.15%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36225DLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278082 | PA      | $278984.83    | 0.02%             | 2035-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370000 | PA      | $3390674.95   | 0.23%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116513 | PA      | $122110.47    | 0.01%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -487 | NC      | $-974691.54   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209211 | PA      | $197214.90    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1299703.30   | 0.09%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    805000 | PA      | $812033.82    | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                               | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   3200000 | PA      | $3196299.17   | 0.22%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                               | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1438667.90   | 0.10%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                            | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234406.39   | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | Gm Financial Automobile Leasing Trust 2025-2                                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2188376.86   | 0.15%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1359640.20   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust                                                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3018412.50   | 0.21%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2245000 | PA      | $2299655.96   | 0.16%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3565000 | PA      | $3609955.43   | 0.25%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6806608 | PA      | $6857716.30   | 0.47%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                    | Octagon Investment Partners XXI Ltd                                             | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    748739 | PA      | $748631.89    | 0.05%             | 2031-02-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                                     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305020 | PA      | $305338.08    | 0.02%             | 2032-07-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66310 | PA      | $69547.64     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1409102 | PA      | $1459592.65   | 0.10%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1295713.06   | 0.09%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1742691.96   | 0.12%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-4 Mortgage Loan Trust                                                 | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    433017 | PA      | $437481.61    | 0.03%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2022-1 Receivables Funding LLC                                 | CUSIP: 82652TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631228 | PA      | $1604135.00   | 0.11%             | 2038-10-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733742 | PA      | $691611.26    | 0.05%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                               | FMC Corp                                                                        | CUSIP: 34410WU34<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   3895000 | PA      | $3893338.39   | 0.27%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140AUXX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2996484 | PA      | $2938449.38   | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                 | Cox Communications Inc                                                          | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $917196.21    | 0.06%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    266000 | PA      | $284063.82    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1349429.18   | 0.09%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                       | Hardee's Funding LLC                                                            | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1678500 | PA      | $1659949.39   | 0.11%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $967163.57    | 0.07%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                            | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1629184.54   | 0.11%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738859.07    | 0.05%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2023-1 LLC                                                | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1529907.79   | 0.11%             | 2033-08-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2052508.07   | 0.14%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305273 | PA      | $284610.34    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                          | HDFC Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |   2140000 | PA      | $2158064.40   | 0.15%             | 2027-02-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO X                                                           | CUSIP: 59803ABG6<br>LEI: 549300N3ZTBJCCPR2038 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5705376.92   | 0.39%             | 2034-10-23      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2020-INV2                                              | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351758 | PA      | $306177.82    | 0.02%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WKFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508168 | PA      | $475556.48    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107329 | PA      | $100955.62    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30100 | PA      | $30376.30     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $588629.22    | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    858000 | PA      | $845110.99    | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334990 | PA      | $341016.28    | 0.02%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    409288 | PA      | $405774.41    | 0.03%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009631.16   | 0.14%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321193 | PA      | $313261.99    | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $521347.04    | 0.04%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226474 | PA      | $1233726.39   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | THL Credit Wind River 2019-3 Clo Ltd                                            | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $431721.86    | 0.03%             | 2031-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                   | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2813069.49   | 0.19%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68841 | PA      | $66871.19     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    372000 | PA      | $365283.86    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3656430.56   | 0.25%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1888000 | PA      | $1871136.31   | 0.13%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $3142971.48   | 0.22%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                  | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2610871.87   | 0.18%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQ6G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472748 | PA      | $1483046.43   | 0.10%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                  | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1413401.28   | 0.10%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2945000 | PA      | $2830400.63   | 0.19%             | 2036-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP2 Trust                                                             | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156191 | PA      | $136770.48    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129858 | PA      | $118690.72    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722620 | PA      | $619470.88    | 0.04%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2811837.27   | 0.19%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13135000 | PA      | $13197083.37  | 0.91%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31410KHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227163 | PA      | $233279.92    | 0.02%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1504261.66   | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                | Freddie Mac Whole Loan Securities Trust 2017-SC02                               | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23566 | PA      | $23423.73     | 0.00%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2025-NQM3                                   | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   1839059 | PA      | $1851389.97   | 0.13%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594453.06    | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547793 | PA      | $512485.37    | 0.04%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392401 | PA      | $1404206.71   | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1659151.23   | 0.11%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                | Schlumberger Investment SA                                                      | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    922000 | PA      | $929846.44    | 0.06%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860141 | PA      | $1873323.15   | 0.13%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    385058 | PA      | $387588.40    | 0.03%             | 2045-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3199697 | PA      | $2936070.53   | 0.20%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                       | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2254273.60   | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $761909.58    | 0.05%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2874222.89   | 0.20%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $992695.13    | 0.07%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                 | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $866604.32    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2025-B                                                    | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555898.64    | 0.04%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2023-A                                                    | CUSIP: 00218GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1134770.96   | 0.08%             | 2032-02-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1363097.36   | 0.09%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184984 | PA      | $165499.62    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122328 | PA      | $126413.10    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2025-2                       | CUSIP: 362549AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2020810.40   | 0.14%             | 2031-05-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303834.64   | 0.09%             | 2027-04-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $3425214.10   | 0.24%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                      | Brunswick Corp/DE                                                               | CUSIP: 11704MU21<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | STIV             | CORP              | US        |   7200000 | PA      | $7198032.96   | 0.49%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36544 | PA      | $36901.54     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1379723.77   | 0.09%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3153810 | PA      | $3206989.26   | 0.22%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2020-NQM2 Trust                                                             | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101968 | PA      | $98999.34     | 0.01%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3483564.12   | 0.24%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                            | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3714327.25   | 0.25%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1226070.70   | 0.08%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47917 | PA      | $48897.84     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1580000 | PA      | $1537661.37   | 0.11%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    914679 | PA      | $930510.47    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                              | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192317.61    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1616200 | PA      | $1640984.90   | 0.11%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35456 | PA      | $35801.16     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1370000 | PA      | $1386370.80   | 0.10%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                            | HOMES 2025-NQM2 Trust                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1912618 | PA      | $1917328.17   | 0.13%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                               | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656000 | PA      | $1667962.28   | 0.11%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $675195.58    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                 | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    726000 | PA      | $726456.28    | 0.05%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2048724.66   | 0.14%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2016-I Ltd                                                         | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    785000 | PA      | $775485.04    | 0.05%             | 2031-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLPS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75821 | PA      | $77742.15     | 0.01%             | 2035-09-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1065897.03   | 0.07%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    657000 | PA      | $666105.15    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2023-B                                             | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1440284.84   | 0.10%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                        | CSL Finance PLC                                                                 | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $600928.74    | 0.04%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23153 | PA      | $23363.87     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2025-1                                             | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1469333.50   | 0.10%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-2                                             | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231837.93    | 0.02%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2765000 | PA      | $2817779.95   | 0.19%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                  | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258997.40    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1468449.85   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-3                                               | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1403057 | PA      | $1404867.49   | 0.10%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 CLAS B                               | American Airlines 2017-2 Class B                                                | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479301 | PA      | $476433.20    | 0.03%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31421 | PA      | $29608.89     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426512 | PA      | $436588.68    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                               | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1512604.69   | 0.10%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                 | APA Infrastructure Ltd                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   3478000 | PA      | $3463105.60   | 0.24%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $818005.70    | 0.06%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                               | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1520000 | PA      | $1516686.69   | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183673 | PA      | $189857.52    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    836000 | PA      | $848491.10    | 0.06%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $597812.11    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P3                                          | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683000 | PA      | $2581106.90   | 0.18%             | 2027-08-10      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                               | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $2061968.17   | 0.14%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Jersey Mike's Funding, LLC                             | Jersey Mike's Funding                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49500 | PA      | $47966.86     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    650000 | PA      | $652030.89    | 0.04%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $987221.23    | 0.07%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-RVM1                                              | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777137 | PA      | $785304.43    | 0.05%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2025-1                                             | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101333.72    | 0.01%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1750116.43   | 0.12%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1090000 | PA      | $1119446.82   | 0.08%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                               | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    615000 | PA      | $627811.61    | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1906745 | PA      | $1908773.00   | 0.13%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    919000 | PA      | $945677.21    | 0.06%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $640430.66    | 0.04%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1021530.06   | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-B                           | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275816.23    | 0.02%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102286 | PA      | $106263.79    | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1005421.48   | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307596 | PA      | $1096129.36   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 6 Ltd                                                     | CUSIP: 03328QBL4<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   4052000 | PA      | $4061106.95   | 0.28%             | 2034-04-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                    | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1876037.42   | 0.13%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1520000 | PA      | $1549783.28   | 0.11%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512917.15   | 0.10%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1866342.04   | 0.13%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1194283.80   | 0.08%             | 2033-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                    | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    914000 | PA      | $901105.68    | 0.06%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                                   | TML Holdings Pte Ltd                                                            | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2186259.57   | 0.15%             | 2026-06-09      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632568.83    | 0.04%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404339.40    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2020-3 Mortgage Loan Trust                                                 | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41755 | PA      | $40756.96     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    940000 | PA      | $920582.13    | 0.06%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2013-II Ltd                                                        | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |   2455665 | PA      | $2457385.39   | 0.17%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 77 CLO Ltd                                                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701846.20   | 0.12%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161146 | PA      | $155958.68    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XXI Ltd                                                           | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100000.00   | 0.08%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114131 | PA      | $2131211.42   | 0.15%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1520000 | PA      | $1514300.29   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1233759.62   | 0.08%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287175 | PA      | $277134.04    | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3410000 | PA      | $3482581.58   | 0.24%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1371158.02   | 0.09%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO XXIII Ltd                                                          | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2766920 | PA      | $2759648.39   | 0.19%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-SLCT                                          | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1253806.85   | 0.09%             | 2042-01-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976219.36   | 0.14%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745698 | PA      | $735612.12    | 0.05%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                | KT Corp                                                                         | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1680000 | PA      | $1678774.73   | 0.12%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $975844.93    | 0.07%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1247069.00   | 0.09%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -104 | NC      | $-264210.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237708.23    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                | Chenango Park CLO Ltd                                                           | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1235048.31   | 0.08%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                    | Octagon Investment Partners XXI Ltd                                             | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    860000 | PA      | $857068.91    | 0.06%             | 2031-02-14      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2365437.96   | 0.16%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739157.89    | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                            | HOMES 2025-NQM3 Trust                                                           | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2282972 | PA      | $2301083.00   | 0.16%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308036.08    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                   | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1854777.28   | 0.13%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3505000 | PA      | $3501211.45   | 0.24%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3582498.63   | 0.25%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                        | Emaar Sukuk Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |   2480000 | PA      | $2451291.52   | 0.17%             | 2026-09-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2123395.72   | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                         | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481311.07    | 0.03%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                               | Terraform Global Operating LP                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1988100.01   | 0.14%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Financial Services Inc                 | Harley-Davidson Financial Services Inc                                          | CUSIP: 41282JV40<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   3975000 | PA      | $3956643.05   | 0.27%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    760000 | PA      | $764818.76    | 0.05%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XII Ltd                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1077867.54   | 0.07%             | 2031-05-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                                  | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1732740.53   | 0.12%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2042101.79   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447749 | PA      | $451411.82    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3760000 | PA      | $3814142.46   | 0.26%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                 | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1240507.64   | 0.09%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                        | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2915559.84   | 0.20%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President