# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001752724-23-041941
**Filing Date:** 2023-2
**Character Count:** 250449
**Document Hash:** dccdf7510ff94fd24b983584309f6913
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041941.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041941

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 23672207

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group Core Plus Income ETF (Series ID: S000074251)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000231860 | Share Class  | CGCP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300D15HR3L1WV1T24

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group Core Plus Income ETF

- **b. EDGAR series identifier (if any):** S000074251

- **c. LEI of Series:** 549300D15HR3L1WV1T24

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $507484659.12

**Total Liabilities:** $52582341.36

**Net Assets:** $454902317.76

**Delayed Delivery Securities:** $17355914.30

**Cash Not Reported:** $1933660.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -245.30000000 | **1-Year:** -5802.33000000 | **5-Year:** -19811.32000000 | **10-Year:** -42229.33000000 | **30-Year:** -31676.04000000

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

- **3-Month:** -142.50000000 | **1-Year:** -4909.11000000 | **5-Year:** -22923.30000000 | **10-Year:** -11661.26000000 | **30-Year:** -1474.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231860 | -0.48%               | 3.61%                | -0.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4517036.33             | $3168294.60                                |
| Month 2  | $-2892223.64             | $13506030.03                               |
| Month 3  | $-162763.88              | $-5103457.79                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERISOURCEBERGEN CORP                       | AmerisourceBergen Corp                                                                                                             | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104064.24    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $153849.00    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MMX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999999 | PA      | $1819777.83   | 0.40%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                          | Southern California Edison Co                                                                                                      | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $894778.28    | 0.20%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                  | Equinix Inc                                                                                                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    350000 | PA      | $279221.69    | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                     | Enterprise Products Operating LLC                                                                                                  | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40181.90     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $971086.79    | 0.21%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $324639.65    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Inflation Indexed Bonds                                                                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200719 | PA      | $17177874.73  | 3.78%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1275000 | PA      | $1164722.29   | 0.26%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                   | Eaton Corp                                                                                                                         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    266000 | PA      | $248119.78    | 0.05%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    483000 | PA      | $465390.59    | 0.10%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66861.27     | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae                                                                                                                         | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5435000 | PA      | $4994372.16   | 1.10%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1899812 | PA      | $1783874.50   | 0.39%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                      | Daimler Trucks Finance North America LLC                                                                                           | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116668.12    | 0.03%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                          | Sherwin-Williams Co/The                                                                                                            | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $680249.77    | 0.15%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                       | Chesapeake Energy Corp                                                                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    661000 | PA      | $644441.95    | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                     | Brex Commercial Charge Card Master Trust                                                                                           | CUSIP: 05601DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $968777.50    | 0.21%             | 2025-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                                                                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    122000 | PA      | $95514.70     | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                          | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $132127.72    | 0.03%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-6                                                                                         | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4047136.80   | 0.89%             | 2030-06-17      | Fixed         | 11.61%                | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                     | QatarEnergy Trading LLC                                                                                                            | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    275000 | PA      | $228299.78    | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                          | Allegiant Travel Co                                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    276000 | PA      | $262912.57    | 0.06%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                     | Cheniere Energy Partners LP                                                                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426355.00    | 0.09%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | Constellation Brands Inc                                                                                                           | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    173000 | PA      | $166980.03    | 0.04%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                                                                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515575.00    | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $181461.99    | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                        | Mexico Government International Bond                                                                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620000 | PA      | $570363.96    | 0.13%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    791000 | PA      | $749584.47    | 0.16%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                      | Macy's Retail Holdings LLC                                                                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43460.00     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1876413.64   | 0.41%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B5YP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879711 | PA      | $773388.21    | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust              | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                           | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1494475.11   | 0.33%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                                                                               | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    271000 | PA      | $280298.78    | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust 2022-3                                                                                | CUSIP: 02528GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701000 | PA      | $682535.52    | 0.15%             | 2028-10-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust        | Westlake Automobile Receivables Trust 2022-2                                                                                       | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562000 | PA      | $1492591.44   | 0.33%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    328000 | PA      | $314243.35    | 0.07%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.              | Long: B95V4ZF37 CDS USD R V 03MEVENT Z95V4ZF37_PRO CCPCDX / Short: B95V4ZF37 CDS USD P F  1.00000 Z95V4ZF37_FEE CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10400000 | OU      | $-85860.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132598.78    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                                                                       | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    249000 | PA      | $219900.83    | 0.05%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                                                                                    | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176572.79    | 0.04%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                        | AG TTMT Escrow Issuer LLC                                                                                                          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202000.00    | 0.04%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund              | Capital Group Central Cash Fund                                                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    473407 | NS      | $47335992.03  | 10.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-5                                                                                         | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2953080.60   | 0.65%             | 2030-04-15      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6138000 | PA      | $5588490.64   | 1.23%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-PSB                                                                                                                  | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760205 | PA      | $759659.26    | 0.17%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $987009.52    | 0.22%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                                                                                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333291.77    | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                            | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    793000 | PA      | $754317.06    | 0.17%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1369000.00   | 0.30%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                            | Post Holdings Inc                                                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $957086.30    | 0.21%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    538000 | PA      | $445290.87    | 0.10%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B6T67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    846854 | PA      | $744397.63    | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                                                                                                                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85700.23     | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                         | Colombia Government International Bond                                                                                             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    280000 | PA      | $281189.30    | 0.06%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    847000 | PA      | $619010.73    | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                                                                                    | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1123956.02   | 0.25%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                             | Connecticut Avenue Securities Trust 2022-R03                                                                                       | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286138 | PA      | $284293.52    | 0.06%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | Molina Healthcare Inc                                                                                                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    800000 | PA      | $665507.47    | 0.15%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                             | Alabama Power Co                                                                                                                   | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483749.36    | 0.11%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Bank                                         | Bank 2019-BNK19                                                                                                                    | CUSIP: 06540WBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $810765.20    | 0.18%             | 2061-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                          | Coinbase Global Inc                                                                                                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $169019.17    | 0.04%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-IND                                                                                                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146573 | PA      | $138837.23    | 0.03%             | 2037-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                         | South32 Treasury Ltd                                                                                                               | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    209000 | PA      | $179381.57    | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                                                                         | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $168525.85    | 0.04%             | 2028-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTE               | MISSION LANE CREDIT CARD MASTE                                                                                                     | CUSIP: 60510MAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3499500.55   | 0.77%             | 2028-01-15      | Fixed         | 14.45%                | No            |                  3 | On Loan: No      |
| HARVEST MIDSTREAM I LP                       | Harvest Midstream I LP                                                                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71765.25     | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    156000 | PA      | $115178.21    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                           | Raytheon Technologies Corp                                                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $603443.07    | 0.13%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                           | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150814.54    | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                               | Salesforce Inc                                                                                                                     | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $792030.42    | 0.17%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $751181.27    | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                        | Stellantis Finance US Inc                                                                                                          | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515661.88    | 0.11%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                     | EQT Corp                                                                                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69402.39     | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond - WI Reopening                                                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13630000 | PA      | $13354995.67  | 2.94%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC  | BBCMS Mortgage Trust 2022-C18                                                                                                      | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1166912.59   | 0.26%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335703.00    | 0.07%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                      | Sun Communities Operating LP                                                                                                       | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    649000 | PA      | $573374.40    | 0.13%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-ARIA                                                                                                                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2976000 | PA      | $2799200.90   | 0.62%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                  | Apache Corp                                                                                                                        | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $566769.94    | 0.12%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                          | Carrier Global Corp                                                                                                                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84410.35     | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    440000 | PA      | $338194.95    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613169.82    | 0.13%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                                                                                | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $332870.82    | 0.07%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                  | Equinix Inc                                                                                                                        | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    460000 | PA      | $315396.15    | 0.07%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15300000 | PA      | $14727302.49  | 3.24%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                           | VICI Properties LP                                                                                                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    875000 | PA      | $811890.63    | 0.18%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133ANHB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $878760.17    | 0.19%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                     | LABL Inc                                                                                                                           | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65485.88     | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-2                                                                                         | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268000 | PA      | $265205.51    | 0.06%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                    | ONEOK Inc                                                                                                                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47121.41     | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                    | ONEOK Inc                                                                                                                          | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56208.92     | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                                                                                          | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $585468.71    | 0.13%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150652.12    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                                                                                                                     | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64437.29     | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                    | PG&E Corp                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501344.25    | 0.11%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222500.24    | 0.05%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                                                                                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487828.13    | 0.11%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                               | Sabre GLBL Inc                                                                                                                     | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309105.00    | 0.07%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79792.50     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                           | Roche Holdings Inc                                                                                                                 | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163252.28    | 0.04%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                          | Sirius XM Radio Inc                                                                                                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    682000 | PA      | $533388.26    | 0.12%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                          | LYB International Finance III LLC                                                                                                  | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $50495.72     | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm Inc                                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352410.00    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust               | BOCA Commercial Mortgage Trust 2022-BOCA                                                                                           | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $306242.86    | 0.07%             | 2039-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5798000 | PA      | $5913527.18   | 1.30%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $71093.33     | 0.02%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                           | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    975000 | PA      | $744705.00    | 0.16%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac STACR REMIC Trust 2020-DNA3                                                                                            | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100193 | PA      | $1147345.69   | 0.25%             | 2050-06-25      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    682000 | PA      | $635393.83    | 0.14%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                       | Yara International ASA                                                                                                             | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    586000 | PA      | $613069.48    | 0.13%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                             | Progressive Corp/The                                                                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304890.62    | 0.07%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                           | Mongolia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    500000 | PA      | $390000.00    | 0.09%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-GPA                                                                                                                  | CUSIP: 05608UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622000 | PA      | $616987.86    | 0.14%             | 2039-10-15      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust               | BXSC Commercial Mortgage Trust 2022-WSS                                                                                            | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $238053.46    | 0.05%             | 2035-03-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp                                                                                                                   | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245509.04    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                      | Duke Energy Florida LLC                                                                                                            | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133833.46    | 0.03%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                                                                                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    675000 | PA      | $626572.94    | 0.14%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                     | Northern States Power Co/MN                                                                                                        | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31923.63     | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    254000 | PA      | $199949.31    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5690000 | PA      | $5711728.40   | 1.26%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                                                                                          | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318788.84    | 0.07%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171698.84    | 0.04%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                              | Danske Bank A/S                                                                                                                    | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    275000 | PA      | $253268.65    | 0.06%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                       | Maxar Technologies Inc                                                                                                             | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    475000 | PA      | $493697.32    | 0.11%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                                                                                 | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189080.35    | 0.04%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $360315.61    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                           | Raytheon Technologies Corp                                                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65001.94     | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MSLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577048 | PA      | $1519476.09   | 0.33%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR ULTRA FUT MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -412 | NC      | $382220.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2022-7                                                                                      | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796000 | PA      | $812653.59    | 0.18%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                        | Entergy Louisiana LLC                                                                                                              | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180589.24    | 0.04%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                                                                                                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    890000 | PA      | $560762.38    | 0.12%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $1877762.80   | 0.41%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                                                                                     | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81919.27     | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                                                                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    269000 | PA      | $246695.96    | 0.05%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                                                                                                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    840000 | PA      | $784794.38    | 0.17%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                        | Tenet Healthcare Corp                                                                                                              | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284301.82    | 0.06%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial Inc                                                                                                           | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $954574.91    | 0.21%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399999 | PA      | $385400.25    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                                                                         | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $935020.56    | 0.21%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2196548.15   | 0.48%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                                                                                | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429494.44    | 0.09%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                          | NOVA Chemicals Corp                                                                                                                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1085135.25   | 0.24%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723346 | PA      | $1660431.90   | 0.37%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                                                                                 | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39183.15     | 0.01%             | 2031-08-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                                                                            | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88016.74     | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217268.49    | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1027260.78   | 0.23%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    841000 | PA      | $694891.03    | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299999 | PA      | $272917.93    | 0.06%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    570000 | PA      | $532818.90    | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                             | FXI Holdings Inc                                                                                                                   | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $580636.00    | 0.13%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3330827 | PA      | $3209230.32   | 0.71%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                      | VZ Secured Financing BV                                                                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $162886.28    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                      | Sun Communities Operating LP                                                                                                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     40000 | PA      | $31669.54     | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                    | ONEOK Inc                                                                                                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40744.94     | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                                                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733724.75    | 0.16%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2022-B                                                                                                  | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459812 | PA      | $451508.55    | 0.10%             | 2026-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                                                                                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245406.73    | 0.05%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                          | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1019468.71   | 0.22%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $176175.54    | 0.04%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943603 | PA      | $829446.09    | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                                                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    801000 | PA      | $762828.28    | 0.17%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                       | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1839000 | PA      | $1241692.80   | 0.27%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                                                                                                                    | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39340.17     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163051.50    | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                      | Iron Mountain Information Management Services Inc                                                                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $416072.74    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                      | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                          | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $216562.50    | 0.05%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                                                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $154674.67    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $686098.56    | 0.15%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                            | Chord Energy Corp                                                                                                                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    710000 | PA      | $692477.20    | 0.15%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $389115.00    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-SDMF                                                                                                                 | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469882.60    | 0.10%             | 2034-09-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    455000 | PA      | $370634.35    | 0.08%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-GPA                                                                                                                  | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982000 | PA      | $976058.21    | 0.21%             | 2039-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    775000 | PA      | $619877.38    | 0.14%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                       | Williams Cos Inc/The                                                                                                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44641.67     | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-2                                                                                         | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117000 | PA      | $109767.72    | 0.02%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                            | Long: BCG7859V4 IRS BRL R F 12.54000 BCG7859V4_FIX NDFPREDISWAP / Short: BCG7859V4 IRS BRL P V 00MBRCDI BCG7859V4_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  19453548 | OU      | $-1377.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    371000 | PA      | $353425.17    | 0.08%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1633232.23   | 0.36%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                                                                        | CUSIP: 61764RBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1869365.60   | 0.41%             | 2048-02-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                          | Consumers Energy Co                                                                                                                | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    315000 | PA      | $287913.43    | 0.06%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41883.05     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265330.84    | 0.06%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                  | Long: BCG6CBFF6 IRS USD R V 00MSOFR BCG6CBFF6_FLO CCPOIS / Short: BCG6CBFF6 IRS USD P F  2.12100 BCG6CBFF6_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5700000 | OU      | $185582.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                       | BP Capital Markets America Inc                                                                                                     | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418080.73    | 0.09%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust               | ILPT Commercial Mortgage Trust 2022-LPF2                                                                                           | CUSIP: 449652AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $408031.04    | 0.09%             | 2039-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                        | MidAmerican Energy Co                                                                                                              | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32248.38     | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2499999 | PA      | $2347435.58   | 0.52%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                                                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1240666.88   | 0.27%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-2                                                                                         | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1443000 | PA      | $1256011.15   | 0.28%             | 2029-10-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                                                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $612598.22    | 0.13%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust            | Credit Acceptance Auto Loan Trust 2022-1                                                                                           | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $967317.20    | 0.21%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    604000 | PA      | $500552.10    | 0.11%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1136758.18   | 0.25%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BBX87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $878649.22    | 0.19%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                             | FirstEnergy Corp                                                                                                                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $862056.33    | 0.19%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                       | ConocoPhillips Co                                                                                                                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197848.60    | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2022-B                                                                                                  | CUSIP: 12663BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1187866.19   | 0.26%             | 2028-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                                                                                                                     | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44403.61     | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR NOTE (CBT)MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       118 | NC      | $-193790.77   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I   | Research-Driven Pagaya Motor Asset Trust VII                                                                                       | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337000 | PA      | $314829.07    | 0.07%             | 2030-11-25      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2015-LC22                                                                                    | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $116955.57    | 0.03%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                 | Navient Corp                                                                                                                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    950000 | PA      | $678476.14    | 0.15%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                     | Canadian Pacific Railway Co                                                                                                        | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $761560.91    | 0.17%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                    | News Corp                                                                                                                          | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    930000 | PA      | $847643.85    | 0.19%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6570707 | PA      | $6330827.50   | 1.39%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines Inc                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87245.07     | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                     | Marsh & McLennan Cos Inc                                                                                                           | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81025.14     | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N5P40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2475953 | PA      | $2385563.54   | 0.52%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                      | Oncor Electric Delivery Co LLC                                                                                                     | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    625000 | PA      | $613867.23    | 0.13%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65603.90     | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                          | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54003 | PA      | $53809.18     | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                     | Univision Communications Inc                                                                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1634363.25   | 0.36%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                     | Weatherford International Ltd                                                                                                      | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $98174.00     | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                       | Southwestern Energy Co                                                                                                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    725000 | PA      | $620973.38    | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                           | Analog Devices Inc                                                                                                                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21230.31     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                          | TreeHouse Foods Inc                                                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42580.00     | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                          | Sirius XM Radio Inc                                                                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    430000 | PA      | $375054.60    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BHKQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599941 | PA      | $545778.60    | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $985377.66    | 0.22%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                         | Keurig Dr Pepper Inc                                                                                                               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34950.42     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                           | Braskem Idesa SAPI                                                                                                                 | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $143142.69    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                                                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158255.41    | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                           | Panama Government International Bond                                                                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $744255.42    | 0.16%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I   | Research-Driven Pagaya Motor Asset Trust VII                                                                                       | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192906 | PA      | $1163052.79   | 0.26%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                     | Compass Group Diversified Holdings LLC                                                                                             | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $234717.69    | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc.                          | Tibco Software Inc. 2022 USD Term Loan A                                                                                           | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    500000 | PA      | $445000.00    | 0.10%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                | CoreLogic Inc                                                                                                                      | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230548.50    | 0.05%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5375000 | PA      | $5395630.33   | 1.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                                                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67057.12     | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5633841.90   | 1.24%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97729.50     | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                        | Continental Resources Inc/OK                                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55659.99     | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N2F22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3999998 | PA      | $3755894.82   | 0.83%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                              | MV24 Capital BV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    342600 | PA      | $313662.42    | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    241000 | PA      | $205324.40    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                                                                                | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136676.32    | 0.03%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                           | Howard Hughes Corp/The                                                                                                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $303942.69    | 0.07%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                        | Tenet Healthcare Corp                                                                                                              | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $542075.00    | 0.12%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83158.07     | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                           | Analog Devices Inc                                                                                                                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    583000 | PA      | $395639.73    | 0.09%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                               | LSB Industries Inc                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91622.50     | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    975000 | PA      | $798860.32    | 0.18%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                           | Gray Escrow II Inc                                                                                                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $415400.13    | 0.09%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1818402.32   | 0.40%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                                                                                   | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $320173.70    | 0.07%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust               | BXSC Commercial Mortgage Trust 2022-WSS                                                                                            | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985000 | PA      | $2893691.84   | 0.64%             | 2035-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                            | Post Holdings Inc                                                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172965.00    | 0.04%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2999702 | PA      | $2816654.15   | 0.62%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                              | Hanesbrands Inc                                                                                                                    | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263882.87    | 0.06%             | 2024-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                  | Extended Stay America Trust 2021-ESH                                                                                               | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488096 | PA      | $468548.10    | 0.10%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    363000 | PA      | $375699.36    | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                          | American Tower Corp                                                                                                                | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $62386.85     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                                                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363689.67    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2022-3                                                                                         | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1944865.80   | 0.43%             | 2030-01-15      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                            | Owens & Minor Inc                                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    415000 | PA      | $357190.50    | 0.08%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8150000 | PA      | $8145553.36   | 1.79%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24400000 | PA      | $24247500.00  | 5.33%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Elevance Health Inc                                                                                                                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    203000 | PA      | $177457.68    | 0.04%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                                                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99567.14     | 0.02%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1750287.69   | 0.38%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $625701.53    | 0.14%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    908000 | PA      | $799581.51    | 0.18%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                      | New Fortress Energy Inc                                                                                                            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186120.00    | 0.04%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial Inc                                                                                                           | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    361000 | PA      | $316277.81    | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                       | Sunoco LP / Sunoco Finance Corp                                                                                                    | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $130410.00    | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                      | Stagwell Global LLC                                                                                                                | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $82645.50     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                            | Kinder Morgan Inc                                                                                                                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    825000 | PA      | $571848.40    | 0.13%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2373037 | PA      | $2342444.52   | 0.51%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                     | EQM Midstream Partners LP                                                                                                          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $962859.63    | 0.21%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 5YR NOTE (CBT) MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       156 | NC      | $-97097.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                                                                                          | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    435000 | PA      | $288862.46    | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                  | Hertz Vehicle Financing LLC                                                                                                        | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $247887.96    | 0.05%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US LONG BOND(CBT) MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        57 | NC      | $-90380.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                          | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                            | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534934 | PA      | $532509.13    | 0.12%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1716600 | PA      | $1504651.40   | 0.33%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $5518989.90   | 1.21%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust               | Morgan Stanley Capital I Trust 2019-L3                                                                                             | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $611324.63    | 0.13%             | 2052-11-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MGH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750480 | PA      | $661442.04    | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                         | Sonic Automotive Inc                                                                                                               | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157502.93    | 0.03%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFG Investments Limited                      | CFG Investments Ltd                                                                                                                | CUSIP: 12528GAE2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $713662.13    | 0.16%             | 2032-05-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                     | EQM Midstream Partners LP                                                                                                          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415688.23    | 0.09%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                                                                                                      | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484090.50    | 0.11%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                         | Entegris Escrow Corp                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    445000 | PA      | $406708.77    | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MSHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $879164.70    | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60949.08     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                                                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192860.08    | 0.04%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                     | Venture Global Calcasieu Pass LLC                                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213437.50    | 0.05%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                        | Argentine Republic Government International Bond                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1100000 | PA      | $299408.60    | 0.07%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                     | Compass Group Diversified Holdings LLC                                                                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $981369.22    | 0.22%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                               | AutoNation Inc                                                                                                                     | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $240189.57    | 0.05%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                 | Comcast Corp                                                                                                                       | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $762611.87    | 0.17%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BETX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $910048.14    | 0.20%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                                                                    | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $620580.45    | 0.14%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial Inc                                                                                                           | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     98000 | PA      | $80803.91     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                                                                             | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $256662.43    | 0.06%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                      | Frontier Communications Holdings LLC                                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $534020.11    | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MAS                 | MISSION LANE CREDIT CARD MAS                                                                                                       | CUSIP: 60510MAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $464986.79    | 0.10%             | 2028-01-15      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| IRON MOUNTAIN INC                            | Iron Mountain Inc                                                                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    900000 | PA      | $741775.50    | 0.16%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                                                                              | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $51816.00     | 0.01%             | 2027-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    887000 | PA      | $645900.80    | 0.14%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25352.48     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                                                                               | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $579563.84    | 0.13%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                     | Petrobras Global Finance BV                                                                                                        | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    611000 | PA      | $582151.64    | 0.13%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                      | Oncor Electric Delivery Co LLC                                                                                                     | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115127.41    | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $246812.22    | 0.05%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                                                               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $596394.05    | 0.13%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                                                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212051.95    | 0.05%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                       | SCIH Salt Holdings Inc                                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $423092.77    | 0.09%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                                                                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    481000 | PA      | $452442.97    | 0.10%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                    | Block Inc                                                                                                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79920.00     | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75172.17     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $685719.50    | 0.15%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                          | Southern California Edison Co                                                                                                      | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $726954.15    | 0.16%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank                                         | BANK 2019-BNK24                                                                                                                    | CUSIP: 06540VBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $828594.40    | 0.18%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4343567 | PA      | $3877223.89   | 0.85%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MGPB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799901 | PA      | $703266.08    | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742608 | PA      | $652560.06    | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                          | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28764.39     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                         | WEC Energy Group Inc                                                                                                               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177190.38    | 0.04%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $3557328.85   | 0.78%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940911 | PA      | $827185.25    | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    338000 | PA      | $330031.71    | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                                                                               | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    212000 | PA      | $223514.29    | 0.05%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                                                                              | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $219211.25    | 0.05%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                          | Kasikornbank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    500000 | PA      | $440632.15    | 0.10%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                 | Navient Corp                                                                                                                       | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80462.44     | 0.02%             | 2024-03-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1312317.62   | 0.29%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | Constellation Brands Inc                                                                                                           | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    326000 | PA      | $317977.08    | 0.07%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907268 | PA      | $895572.09    | 0.20%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                                                                         | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $167054.18    | 0.04%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2022-CSMO                                                                                             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $712166.97    | 0.16%             | 2027-06-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $859183.65    | 0.19%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    750000 | PA      | $552435.00    | 0.12%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2369060.16   | 0.52%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                   | Zoetis Inc                                                                                                                         | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207968.64    | 0.05%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                          | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1025000 | PA      | $728293.23    | 0.16%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                          | Medline Borrower LP                                                                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59704.13     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC     | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2394000 | PA      | $2384993.41   | 0.52%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99999 | PA      | $100419.70    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                     | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $987297.41    | 0.22%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    350000 | PA      | $283832.84    | 0.06%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B5VL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869318 | PA      | $764245.73    | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2914610 | PA      | $2736748.98   | 0.60%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                          | Consumers Energy Co                                                                                                                | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    195000 | PA      | $136364.86    | 0.03%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                                                                                        | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40535.92     | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400052.17    | 0.09%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                       | Chesapeake Energy Corp                                                                                                             | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332125.55    | 0.07%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                                                                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1205997.32   | 0.27%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                                                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $65840.94     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BPD62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650035 | PA      | $610365.63    | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                                                                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $974611.22    | 0.21%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial Inc                                                                                                           | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    299000 | PA      | $272949.65    | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                     | Anheuser-Busch InBev Worldwide Inc                                                                                                 | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $963670.93    | 0.21%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                | AIA Group Ltd                                                                                                                      | CUSIP: 00131MAJ2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    450000 | PA      | $396421.71    | 0.09%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                     | Baxter International Inc                                                                                                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55789.17     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                              | Xcel Energy Inc                                                                                                                    | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479015.41    | 0.11%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219025.50    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                               | Bombardier Inc                                                                                                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $213847.55    | 0.05%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                               | ServiceNow Inc                                                                                                                     | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76726.85     | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                       | GE HealthCare Technologies Inc                                                                                                     | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133524.04    | 0.03%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                | CME Group Inc                                                                                                                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126061.88    | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                          | Consumers Energy Co                                                                                                                | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60668.24     | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                                                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97139.48     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                              | Xcel Energy Inc                                                                                                                    | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32071.55     | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                      | CF Hippolyta Issuer LLC                                                                                                            | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490483 | PA      | $428977.23    | 0.09%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QQ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598153 | PA      | $1577549.98   | 0.35%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                                                                               | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $429962.31    | 0.09%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                                                                                     | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385188.71    | 0.08%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640206.00    | 0.14%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust 2022-2                                                                                | CUSIP: 02530BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647000 | PA      | $1474085.26   | 0.32%             | 2029-02-13      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust             | SMB Private Education Loan Trust 2022-A                                                                                            | CUSIP: 78450FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208000 | PA      | $188964.07    | 0.04%             | 2054-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765698 | PA      | $673619.08    | 0.15%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                            | Union Electric Co                                                                                                                  | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223025.30    | 0.05%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                      | Becton Dickinson and Co                                                                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $492999.31    | 0.11%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                  | Equinix Inc                                                                                                                        | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    400000 | PA      | $322376.56    | 0.07%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $169728.13    | 0.04%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                                                                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106702.11    | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $284410.28    | 0.06%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 2YR NOTE (CBT) MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       152 | NC      | $36431.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173988.50    | 0.04%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                         | Abu Dhabi Government International Bond                                                                                            | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $248162.40    | 0.05%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                     | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                         | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $740250.00    | 0.16%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                           | Dominican Republic International Bond                                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $427534.56    | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                               | Wheel Pros Inc                                                                                                                     | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $97625.00     | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                 | Navient Corp                                                                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408735.16    | 0.09%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                      | Daimler Trucks Finance North America LLC                                                                                           | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327615.81    | 0.07%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                 | Chevron Corp                                                                                                                       | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $224901.00    | 0.05%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                          | Consumers Energy Co                                                                                                                | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    505000 | PA      | $320186.82    | 0.07%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                                                                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64621.67     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                           | Union Pacific Corp                                                                                                                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259834.20    | 0.06%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank                                         | BANK 2022-BNK40                                                                                                                    | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $207593.03    | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                     | International Flavors & Fragrances Inc                                                                                             | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    950000 | PA      | $647178.55    | 0.14%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869440 | PA      | $765753.58    | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust               | BOCA Commercial Mortgage Trust 2022-BOCA                                                                                           | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623000 | PA      | $611740.15    | 0.13%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                                                                               | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159821.86    | 0.04%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                       | Spirit AeroSystems Inc                                                                                                             | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    683000 | PA      | $719847.85    | 0.16%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ALM Loan Funding                             | ALM 2020 Ltd                                                                                                                       | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487920.50    | 0.11%             | 2029-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303334.39    | 0.07%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119215.12    | 0.03%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                                                                                          | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $597855.82    | 0.13%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861180 | PA      | $757162.31    | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                      | Party City Holdings Inc                                                                                                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |    461000 | PA      | $133690.00    | 0.03%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12100000 | PA      | $12133627.11  | 2.67%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                   | Progress Residential 2021-SFR4                                                                                                     | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $852526.80    | 0.19%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                      | Shell International Finance BV                                                                                                     | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $65982.05     | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    655000 | PA      | $554110.35    | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                         | Kraft Heinz Foods Co                                                                                                               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72091.04     | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                             | Great Wolf Trust 2019-WOLF                                                                                                         | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $709742.65    | 0.16%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $296637.25    | 0.07%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                | Methanex Corp                                                                                                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $488966.18    | 0.11%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                     | International Flavors & Fragrances Inc                                                                                             | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183003.41    | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $540241.13    | 0.12%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                       | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $538070.00    | 0.12%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                                                                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $630914.18    | 0.14%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                     | CSX Corp                                                                                                                           | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $336550.60    | 0.07%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                          | American International Group Inc                                                                                                   | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212777.24    | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                                                                    | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613534.94    | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                      | International Game Technology PLC                                                                                                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373415.77    | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DNG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8979999 | PA      | $8171172.31   | 1.80%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                                                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324661.89    | 0.07%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1992119 | PA      | $1919394.34   | 0.42%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                    | News Corp                                                                                                                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    144000 | PA      | $125112.24    | 0.03%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                                                                                          | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    364000 | PA      | $311396.88    | 0.07%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | Lockheed Martin Corp                                                                                                               | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    228000 | PA      | $233434.92    | 0.05%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                   | Eaton Corp                                                                                                                         | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97425.34     | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                          | American Tower Corp                                                                                                                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    675000 | PA      | $420720.76    | 0.09%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                         | FirstKey Homes 2022-SFR1 Trust                                                                                                     | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456000 | PA      | $420450.92    | 0.09%             | 2039-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B3JF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $878934.87    | 0.19%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                         | Edison International                                                                                                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156991.60    | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                           | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    575000 | PA      | $456461.91    | 0.10%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                          | American Tower Corp                                                                                                                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    229000 | PA      | $204858.58    | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38302.46     | 0.01%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                                                                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1080338.98   | 0.24%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740435 | PA      | $1717998.02   | 0.38%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGR35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824075 | PA      | $724246.16    | 0.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                         | BANK 2022-BNK40                                                                                                                    | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $207953.71    | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust               | ILPT Commercial Mortgage Trust 2022-LPF2                                                                                           | CUSIP: 449652AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $540020.44    | 0.12%             | 2039-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                  | Nutrien Ltd                                                                                                                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $222925.76    | 0.05%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93102.04     | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                                                                                       | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111209.75    | 0.02%             | 2026-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    754000 | PA      | $708055.61    | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                 | 7-Eleven Inc                                                                                                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $555362.50    | 0.12%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801117 | PA      | $2462069.72   | 0.54%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust            | Credit Acceptance Auto Loan Trust 2022-1                                                                                           | CUSIP: 22534LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $958946.90    | 0.21%             | 2032-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N0N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $909733.56    | 0.20%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                     | Benchmark 2022-B35 Mortgage Trust                                                                                                  | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005421 | PA      | $1572713.92   | 0.35%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91311.16     | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                  | Legacy Mortgage Asset Trust 2022-GS1                                                                                               | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1818374 | PA      | $1683826.92   | 0.37%             | 2061-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                               | Bombardier Inc                                                                                                                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1161582.85   | 0.26%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                   | Humana Inc                                                                                                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139478.13    | 0.03%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust               | WMRK Commercial Mortgage Trust 2022-WMRK                                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1644550.37   | 0.36%             | 2027-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6663709.45   | 1.46%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    848123 | PA      | $837188.99    | 0.18%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                     | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242892.37    | 0.05%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    855000 | PA      | $797091.45    | 0.18%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155136.48    | 0.03%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust               | CFMT 2020-HB4 LLC                                                                                                                  | CUSIP: 12529LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464615.30    | 0.10%             | 2030-12-26      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                                                                   | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7748873.44   | 1.70%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                     | AES Panama Generation Holdings SRL                                                                                                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    200000 | PA      | $174209.00    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                          | Ashtead Capital Inc                                                                                                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055334.49   | 0.23%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                     | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56686.66     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                    | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1155223.18   | 0.25%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                                                                                                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $100866.31    | 0.02%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                           | Union Pacific Corp                                                                                                                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $442557.45    | 0.10%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $343601.88    | 0.08%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BRUF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592482 | PA      | $1571952.09   | 0.35%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                     | Republic of South Africa Government International Bond                                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1003000 | PA      | $908392.03    | 0.20%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                          | Bangkok Bank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    450000 | PA      | $377021.64    | 0.08%             | 2034-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                    | Ball Corp                                                                                                                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    640000 | PA      | $658220.80    | 0.14%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                           | Angolan Government International Bond                                                                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $694720.00    | 0.15%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    914000 | PA      | $742848.93    | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                  | Apache Corp                                                                                                                        | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247019.57    | 0.05%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                      | Exxon Mobil Corp                                                                                                                   | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350400.66    | 0.08%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                     | Northern States Power Co/MN                                                                                                        | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319159.79    | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Inflation Indexed Bonds                                                                                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11817888 | PA      | $10339267.46  | 2.27%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1082807.25   | 0.24%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust          | Citigroup Commercial Mortgage Trust 2015-GC27                                                                                      | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447667 | PA      | $406523.00    | 0.09%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                          | Cheniere Energy Inc                                                                                                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158513.66    | 0.03%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                     | Weatherford International Ltd                                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $120261.65    | 0.03%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Elevance Health Inc                                                                                                                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    423000 | PA      | $394713.33    | 0.09%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                     | Florida Power & Light Co                                                                                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101318.48    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37211.67     | 0.01%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust             | SMB Private Education Loan Trust 2022-D                                                                                            | CUSIP: 78454XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1967058.00   | 0.43%             | 2058-10-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924340 | PA      | $812849.17    | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                           | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177575.95    | 0.04%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                    | ONEOK Inc                                                                                                                          | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153195.92    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MA4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774311 | PA      | $680343.42    | 0.15%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                       | Export-Import Bank of India                                                                                                        | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    250000 | PA      | $197475.75    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                     | Virginia Electric and Power Co                                                                                                     | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     81000 | PA      | $48360.19     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236860.23    | 0.05%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TBA MORGAN STANLEY COC                       | TBA MORGAN STANLEY COC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    780000 | NS      | $780000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                      | Imperial Brands Finance PLC                                                                                                        | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199359.56    | 0.04%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $503125.00    | 0.11%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1192000 | PA      | $1063081.79   | 0.23%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                      | Shell International Finance BV                                                                                                     | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1375000 | PA      | $937602.37    | 0.21%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                       | Berkshire Hathaway Finance Corp                                                                                                    | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320946.89    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                       | GE HealthCare Technologies Inc                                                                                                     | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675593.53    | 0.15%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $120247.34    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                                                                              | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $53450.65     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                 | Comcast Corp                                                                                                                       | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78101.58     | 0.02%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TBA MORGAN STANLEY BOC                       | TBA MORGAN STANLEY BOC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -820000 | NS      | $-820000.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92129.57     | 0.02%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                 | AGL Static CLO 18 Ltd                                                                                                              | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1480128.00   | 0.33%             | 2031-04-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                                                                                     | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550847.72    | 0.12%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                                                                       | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $351214.32    | 0.08%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US ULTRA BOND CBT MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-2655.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                       | Discover Financial Services                                                                                                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127434.53    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                      | Exxon Mobil Corp                                                                                                                   | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $265280.17    | 0.06%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                                                                         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $311277.88    | 0.07%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340637.21    | 0.07%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                     | Benchmark 2020-B21 Mortgage Trust                                                                                                  | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $194087.25    | 0.04%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-GPA                                                                                                                  | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $167554.88    | 0.04%             | 2039-10-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BBSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499950 | PA      | $439457.48    | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                        | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1124072.84   | 0.25%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                     | Virginia Electric and Power Co                                                                                                     | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40536.97     | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                | AG Issuer LLC                                                                                                                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $851495.26    | 0.19%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    469000 | PA      | $456238.74    | 0.10%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW US Capital LLC                                                                                                                 | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112052.31    | 0.02%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst