# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013560
**Filing Date:** 2023-2
**Character Count:** 432163
**Document Hash:** fa5927537a423e0a5fdd7f34d0469cd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013560.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013560

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683293

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

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

## Series and Classes Contracts Data

### JNL/T. ROWE PRICE SHORT-TERM BOND FUND (Series ID: S000010707)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000029598 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (A) |  |
| C000067996 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/T. Rowe Price Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000010707

- **c. LEI of Series:** 5ILIEKAB15M7BGZFZO91

**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:** $1767351341.42

**Total Liabilities:** $6311085.75

**Net Assets:** $1761040255.67

**Delayed Delivery Securities:** $4275685.94

**Cash Not Reported:** $4014070.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3905.969750113754 | **1-Year:** -103705.484631080468 | **5-Year:** -93034.765497829412 | **10-Year:** -31775.787276374496 | **30-Year:** -44129.754382163774

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

- **3-Month:** -95.329947694523 | **1-Year:** -4919.156553317756 | **5-Year:** -2226.778555770564 | **10-Year:** -4637.845261171442 | **30-Year:** -6186.552313263612

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029598 | -0.40%               | 0.91%                | 0.30%                |
| Class ID C000067996 | -0.49%               | 1.09%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1540123.75             | $-9078057.33                               |
| Month 2  | $-2163620.49             | $16932281.46                               |
| Month 3  | $-2971318.90             | $3650487.82                                |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -533 | NC      | $-9084.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1439 | NC      | $282549.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -137 | NC      | $41548.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -184 | NC      | $31363.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-2261.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                                    | Exeter Automobile Receivables Trust 2022-1                                                    | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2895000 | PA      | $2621245.91   | 0.15%             | 2025-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31414HNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1312 | PA      | $1308.50      | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15288 | PA      | $15213.03     | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33347 | PA      | $33041.35     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2022-HB2                                                       | Finance of America HECM Buyout 2022-HB2                                                       | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3953962 | PA      | $3873307.19   | 0.22%             | 2024-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KTA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2001149 | PA      | $1992256.55   | 0.11%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KUW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1755252 | PA      | $1751363.76   | 0.10%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438870 | PA      | $454020.08    | 0.03%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1919661.32   | 0.11%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| HCL America Inc.                                                                              | HCL America Inc.                                                                              | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4065389.38   | 0.23%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1494297.48   | 0.08%             | 2027-04-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                              | Marsh & Mclennan Companies, Inc.                                                              | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1878104.83   | 0.11%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1805526.43   | 0.10%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2039670.89   | 0.12%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust 2022-INV1                                                            | Oceanview Mortgage Trust 2022-INV1                                                            | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810675 | PA      | $1558594.66   | 0.09%             | 2028-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                                  | ONE 2021-PARK Mortgage Trust                                                                  | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3445000 | PA      | $3236580.60   | 0.18%             | 2023-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                              | Pacific Gas And Electric Company                                                              | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2273480.12   | 0.13%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                                    | Simon Property Group, L.P.                                                                    | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1924094.90   | 0.11%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                                    | Simon Property Group, L.P.                                                                    | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $979254.48    | 0.06%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                           | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    590000 | PA      | $566975.25    | 0.03%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                              | Towd Point Mortgage Trust 2017-1                                                              | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205667 | PA      | $200602.54    | 0.01%             | 2023-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                               | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2629939.12   | 0.15%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                                  | U.S. Bancorp                                                                                  | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1416613.26   | 0.08%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                                      | WFRBS Commercial Mortgage Trust 2014-C23                                                      | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2605000 | PA      | $2519208.49   | 0.14%             | 2024-09-17      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1344262.81   | 0.08%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3464503.39   | 0.20%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                               | Avolon Holdings Funding Limited                                                               | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1664811.25   | 0.09%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                               | Avolon Holdings Funding Limited                                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2440144.89   | 0.14%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                      | Equitable Holdings, Inc.                                                                      | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1202327.79   | 0.07%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1637875.80   | 0.09%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2061039.30   | 0.12%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1788660.10   | 0.10%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1739243.52   | 0.10%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                                        | Barclays Mortgage Loan Trust 2021-NQM1                                                        | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2321395 | PA      | $1962105.65   | 0.11%             | 2051-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                      | Cox Communications, Inc.                                                                      | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $4270295.20   | 0.24%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1738959.12   | 0.10%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                            | DTE Energy Company                                                                            | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2366597.78   | 0.13%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                       | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3419782.54   | 0.19%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                      | Daimler Trucks Finance North America LLC                                                      | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2199108.42   | 0.12%             | 2024-12-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                            | Diageo Capital PLC                                                                            | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1232552.22   | 0.07%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410KLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    138039 | PA      | $141659.33    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1987861 | PA      | $1826857.63   | 0.10%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1927375.53   | 0.11%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                                                        | Gray Oak Pipeline, LLC                                                                        | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1235025.22   | 0.07%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                                                        | Gray Oak Pipeline, LLC                                                                        | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $852266.32    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                              | Navient Private Education Refi Loan Trust 2022-A                                              | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3424181 | PA      | $2925553.81   | 0.17%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Nelnet, Inc.                                                                                  | Nelnet, Inc.                                                                                  | CUSIP: 64031QCJ8<br>LEI: 549300T6B0Q52I6OM558 | Long             | ABS-CBDO         | CORP              | US        |   1015642 | PA      | $978911.64    | 0.06%             | 2032-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                               | Sequoia Mortgage Trust 2018-CH2                                                               | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267212 | PA      | $243037.69    | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-1                                               | AmeriCredit Automobile Receivables Trust 2022-1                                               | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1465000 | PA      | $1366132.57   | 0.08%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2020-1                                               | Americredit Automobile Receivables Trust 2020-1                                               | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1299608.42   | 0.07%             | 2025-10-18      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC                                                    | Amur Equipment Finance Receivables VII LLC                                                    | CUSIP: 03237MAC4<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-CBDO         | CORP              | US        |   4003000 | PA      | $3984985.70   | 0.23%             | 2025-03-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-4                                                               | Angel Oak Mortgage Trust 2019-4                                                               | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54700 | PA      | $54200.00     | 0.00%             | 2023-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-5                                                               | Angel Oak Mortgage Trust 2020-5                                                               | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338112 | PA      | $297099.18    | 0.02%             | 2024-09-25      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                      | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4322708.87   | 0.25%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                           | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1507577.85   | 0.09%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                         | Charter Communications Operating, LLC                                                         | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   9010000 | PA      | $8831401.98   | 0.50%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                         | Cheniere Corpus Christi Holdings, LLC                                                         | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3177886.07   | 0.18%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                            | Coca-Cola Europacific Partners PLC                                                            | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6236807.51   | 0.35%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                              | COLT Funding LLC                                                                              | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144241 | PA      | $921321.59    | 0.05%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                                  | Connecticut Avenue Securities Trust 2022-R08                                                  | CUSIP: 20755DAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    960773 | PA      | $963676.20    | 0.05%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                    | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1783356.48   | 0.10%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                            | Banque Federative du Credit Mutuel                                                            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2262994.85   | 0.13%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                        | Credit Suisse Group AG                                                                        | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2404731.01   | 0.14%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                              | Credit Suisse AG                                                                              | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3079362.69   | 0.17%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    835000 | PA      | $806755.37    | 0.05%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1278699.84   | 0.07%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2420369.56   | 0.14%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90900 | PA      | $93325.74     | 0.01%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1210324.92   | 0.07%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1233734.67   | 0.07%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1646364.39   | 0.09%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                                                          | Hardee's Funding LLC                                                                          | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    622375 | PA      | $587643.92    | 0.03%             | 2025-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-I                                                   | Navient Private Education Loan Trust 2020-I                                                   | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1314717 | PA      | $1113551.10   | 0.06%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                              | Navient Private Education Refi Loan Trust 2021-B                                              | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1633636 | PA      | $1376595.54   | 0.08%             | 2028-06-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                               | Sequoia Mortgage Trust 2018-CH2                                                               | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133757 | PA      | $121417.60    | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                            | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2242388.27   | 0.13%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1278737.39   | 0.07%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                                  | Connecticut Avenue Securities Trust 2022-R03                                                  | CUSIP: 20753XAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1795377 | PA      | $1784133.61   | 0.10%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416CD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    487098 | PA      | $490018.22    | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416CFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       212 | PA      | $211.73       | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                                     | Ellington Financial Mortgage Trust 2021-2                                                     | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734913 | PA      | $589636.89    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    895000 | PA      | $841116.79    | 0.05%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23926 | PA      | $24060.76     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38675 | PA      | $39054.90     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232096 | PA      | $229734.53    | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                             | HSBC Holdings PLC                                                                             | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3580470.34   | 0.20%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities C                                            | J.P. Morgan Chase Commercial Mortgage Securities C                                            | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1153114.17   | 0.07%             | 2029-09-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2020-INV1                                                          | J.P. Morgan Mortgage Trust 2020-INV1                                                          | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195885 | PA      | $179142.99    | 0.01%             | 2043-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                        | CVS Health Corporation                                                                        | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $830972.98    | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                            | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2553947.60   | 0.15%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                      | JP Morgan Mortgage Trust                                                                      | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465758 | PA      | $388735.45    | 0.02%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                                      | KKR Industrial Portfolio Trust 2021-KDIP                                                      | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551250 | PA      | $519425.84    | 0.03%             | 2025-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                            | Canadian Natural Resources Limited                                                            | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1575525.81   | 0.09%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                            | Canadian Natural Resources Limited                                                            | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3080529.65   | 0.17%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                       | KeyCorp                                                                                       | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $831835.26    | 0.05%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                                        | MVW Owner Trust 2017-1                                                                        | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86738 | PA      | $84227.64     | 0.00%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1537611.00   | 0.09%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11830 | PA      | $12324.01     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                                        | MVW Owner Trust 2017-1                                                                        | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29338 | PA      | $28202.70     | 0.00%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                                  | ONE 2021-PARK Mortgage Trust                                                                  | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1691946.42   | 0.10%             | 2023-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79386 | PA      | $82768.96     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                     | Ellington Financial Mortgage Trust 2019-2                                                     | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255916 | PA      | $234026.63    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                            | Oracle Corporation                                                                            | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5169271.33   | 0.29%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                            | Oracle Corporation                                                                            | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1399410.09   | 0.08%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-1                                                     | Ellington Financial Mortgage Trust 2021-1                                                     | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338804 | PA      | $274335.93    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-1                                                     | Ellington Financial Mortgage Trust 2021-1                                                     | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295988 | PA      | $231678.08    | 0.01%             | 2066-02-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                              | Skandinaviska Enskilda Banken AB                                                              | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | US        |   8355000 | PA      | $8061885.71   | 0.46%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                                      | Skyworks Solutions, Inc.                                                                      | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763607.97    | 0.04%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                                  | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2975667.06   | 0.17%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    821085 | PA      | $777385.66    | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                   | Swedbank AB                                                                                   | CUSIP: 87020PAL1<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2539633.07   | 0.14%             | 2023-09-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34405000 | PA      | $33695396.88  | 1.91%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                             | Verus Securitization Trust 2021-7                                                             | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3472635 | PA      | $2974522.24   | 0.17%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                                                     | The Western Union Company                                                                     | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5004000 | PA      | $4771142.86   | 0.27%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3350414 | PA      | $3251775.17   | 0.18%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Company                                                                         | Genuine Parts Company                                                                         | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    890000 | PA      | $831452.60    | 0.05%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                          | Westlake Corporation                                                                          | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    425000 | PA      | $395025.30    | 0.02%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                                   | Westpac Banking Corporation                                                                   | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5417346.78   | 0.31%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                                   | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4800488.95   | 0.27%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                                        | Imperial Fund Mortgage Trust 2021-NQM2                                                        | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1115858 | PA      | $841347.80    | 0.05%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                        | Williams Partners L.P.                                                                        | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    635000 | PA      | $626432.90    | 0.04%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                                 | Workday, Inc.                                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    975000 | PA      | $912009.05    | 0.05%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                                                        | Imperial Fund Mortgage Trust 2022-NQM4                                                        | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3303835 | PA      | $3258942.71   | 0.19%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                                                       | KT Corp                                                                                       | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2988494.61   | 0.17%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                          | Kansas City Southern                                                                          | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2266820.69   | 0.13%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $979778.46    | 0.06%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                           | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1713915.45   | 0.10%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                                             | Verus Securitization Trust 2021-5                                                             | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943647 | PA      | $725587.36    | 0.04%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1752995.81   | 0.10%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2165869.66   | 0.12%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                                         | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                                         | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2706649 | PA      | $2329832.71   | 0.13%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2160576.50   | 0.12%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1498369.19   | 0.09%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                                  | Bank of Ireland Group Public Limited Company                                                  | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |   7155000 | PA      | $7056711.77   | 0.40%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                              | Bank of Montreal                                                                              | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   9690000 | PA      | $9390976.29   | 0.53%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                              | Bank of Montreal                                                                              | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1671731.04   | 0.09%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                                   | Brighthouse Financial, Inc.                                                                   | CUSIP: 10921U2A5<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2022064.85   | 0.11%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-GW                                                                              | BX Trust 2018-GW                                                                              | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875000 | PA      | $4753308.79   | 0.27%             | 2037-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-CIP                                                         | BX Commercial Mortgage Trust 2021-CIP                                                         | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4390000 | PA      | $4236533.50   | 0.24%             | 2023-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CDW Finance Corporation                                                                       | CDW Finance Corporation                                                                       | CUSIP: 12513GBA6<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    765000 | PA      | $762776.15    | 0.04%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                              | Canadian Pacific Railway Limited                                                              | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2747840.38   | 0.16%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                              | Canadian Pacific Railway Limited                                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1149554.05   | 0.07%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1118065.73   | 0.06%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                               | DAE Funding LLC                                                                               | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1104204.20   | 0.06%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    222903 | PA      | $236069.26    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31404NBP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5063 | PA      | $5055.84      | 0.00%             | 2035-02-01      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10861 | PA      | $11359.84     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845091 | PA      | $804537.62    | 0.05%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3                                                  | GM Financial Automobile Leasing Trust 2022-3                                                  | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5680000 | PA      | $5540717.88   | 0.31%             | 2025-03-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                               | Golden State Tobacco Securitization Corporation                                               | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1684350.59   | 0.10%             | 2024-06-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2401456.96   | 0.14%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2019-A                                                         | Hyundai Auto Receivables Trust 2019-A                                                         | CUSIP: 44932NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1654883.05   | 0.09%             | 2025-05-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                          | KNDR Trust 2021-KIND                                                                          | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2407599 | PA      | $2219089.73   | 0.13%             | 2026-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                       | Republic Services, Inc.                                                                       | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    863000 | PA      | $770783.19    | 0.04%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                    | Rogers Communications Inc.                                                                    | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2520961.21   | 0.14%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                               | Southern California Gas Company                                                               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1501537.55   | 0.09%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                        | Triton Container International Limited                                                        | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3167968.57   | 0.18%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                                                           | TRK 2021-INV1 Trust                                                                           | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561852 | PA      | $449826.99    | 0.03%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                                          | Verus Securitization Trust 2019-INV2                                                          | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510491 | PA      | $493273.98    | 0.03%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                                             | Verus Securitization Trust 2020-5                                                             | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385066 | PA      | $338895.70    | 0.02%             | 2065-05-25      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                            | Verus Securitization Trust 2021-R2                                                            | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863543 | PA      | $727301.86    | 0.04%             | 2064-02-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                                             | Verus Securitization Trust 2021-2                                                             | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516073 | PA      | $431790.28    | 0.02%             | 2066-02-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1820581.50   | 0.10%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                   | Ecolab Inc.                                                                                   | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    880000 | PA      | $779558.15    | 0.04%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                 | Enbridge Inc.                                                                                 | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1237275.21   | 0.07%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                               | Enel Finance International N.V.                                                               | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2382503.64   | 0.14%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                               | Enel Finance International N.V.                                                               | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412289.86    | 0.02%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31342A6F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11283 | PA      | $11409.80     | 0.00%             | 2033-09-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31349UCW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6758 | PA      | $6836.15      | 0.00%             | 2034-10-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31349UEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12753 | PA      | $12945.45     | 0.00%             | 2034-11-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31349ULB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9782 | PA      | $9878.30      | 0.00%             | 2035-02-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    985873 | PA      | $925804.14    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    344028 | PA      | $353903.59    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418MMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        88 | PA      | $87.37        | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419AG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    408120 | PA      | $419178.11    | 0.02%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    307546 | PA      | $317448.25    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                                        | Ford Credit Auto Owner Trust 2020-REV2                                                        | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405000 | PA      | $1203901.65   | 0.07%             | 2025-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173660 | PA      | $173283.87    | 0.01%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust 2021-GCT                                                        | GCT Commercial Mortgage Trust 2021-GCT                                                        | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1424660.52   | 0.08%             | 2023-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278867 | PA      | $262381.00    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420246 | PA      | $407138.60    | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158577 | PA      | $160058.01    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    738875 | PA      | $745775.38    | 0.04%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-2                                     | GM Financial Consumer Automobile Receivables Trust 2020-2                                     | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    199911 | PA      | $197345.42    | 0.01%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc.                                                                   | Hilton Grand Vacations Inc.                                                                   | CUSIP: 43283AAA3<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-CBDO         | CORP              | US        |    210603 | PA      | $205166.77    | 0.01%             | 2023-08-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                                    | Homeward Opportunities Fund I Trust 2020-2                                                    | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56181 | PA      | $55737.68     | 0.00%             | 2065-05-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                                      | KKR Industrial Portfolio Trust 2021-KDIP                                                      | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $726089.42    | 0.04%             | 2025-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                           | Kilroy Realty, L.P.                                                                           | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1195036.88   | 0.07%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-6                                                             | Verus Securitization Trust 2022-6                                                             | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5771202 | PA      | $5732533.39   | 0.33%             | 2067-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Weingarten Realty Investors                                                                   | Weingarten Realty Investors                                                                   | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4941812.50   | 0.28%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167672 | PA      | $174056.07    | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85750 | PA      | $88503.35     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-PJ5                                                  | GS Mortgage-Backed Securities Trust 2021-PJ5                                                  | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3104910 | PA      | $2674666.24   | 0.15%             | 2028-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-HP1                                                  | GS Mortgage-Backed Securities Trust 2021-HP1                                                  | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195233 | PA      | $1028086.85   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS                                            | GS Mortgage Securities Corporation Trust 2021-ROSS                                            | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1593511.89   | 0.09%             | 2023-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR1                                                  | GS Mortgage-Backed Securities Trust 2022-GR1                                                  | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3853997 | PA      | $3293360.42   | 0.19%             | 2028-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2164828.05   | 0.12%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $980275.95    | 0.06%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                                   | Imperial Brands Finance PLC                                                                   | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1078509.18   | 0.06%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2020-INV1                                                          | J.P. Morgan Mortgage Trust 2020-INV1                                                          | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320538 | PA      | $273337.26    | 0.02%             | 2043-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3618358.38   | 0.21%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                                                          | Korea Hydro & Nuclear Power Co., Ltd                                                          | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1075980.42   | 0.06%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2020-1                                                              | Kubota Credit Owner Trust 2020-1                                                              | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376904 | PA      | $374425.77    | 0.02%             | 2024-03-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                        | MHC Commercial Mortgage Trust 2021-MHC                                                        | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1487632.20   | 0.08%             | 2026-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                             | Microchip Technology Incorporated                                                             | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2161390.39   | 0.12%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INC2                                                 | New Residential Mortgage Loan Trust 2021-INC2                                                 | CUSIP: 64831GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3519732 | PA      | $3025319.74   | 0.17%             | 2028-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                         | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3035887.30   | 0.17%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                                                           | Nissan Motor Acceptance Corporation                                                           | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2114242.71   | 0.12%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                        | Nissan Motor Co., Ltd.                                                                        | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3735305.03   | 0.21%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2020-A Owner Trust                                                    | Nissan Auto Receivables 2020-A Owner Trust                                                    | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    622789 | PA      | $614091.49    | 0.03%             | 2023-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                            | Northwestern Mutual Global Funding                                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1953186.31   | 0.11%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                                       | SMB Private Education Loan Trust 2018-B                                                       | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |   2336070 | PA      | $2276944.98   | 0.13%             | 2028-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                  | The Sherwin-Williams Company                                                                  | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $993714.96    | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8288827.70   | 0.47%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                               | UnitedHealth Group Incorporated                                                               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2167212.77   | 0.12%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                               | UnitedHealth Group Incorporated                                                               | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2337898.15   | 0.13%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2020-A                                                           | World Omni Select Auto Trust 2020-A                                                           | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1215000 | PA      | $1181785.06   | 0.07%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                                      | World Omni Auto Receivables Trust 2022-A                                                      | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1191818.88   | 0.07%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4110390.17   | 0.23%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6035000 | PA      | $5777986.85   | 0.33%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-3                                               | AmeriCredit Automobile Receivables Trust 2020-3                                               | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1165704.70   | 0.07%             | 2024-09-18      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd.                                      | Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd.                                      | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2500478.38   | 0.14%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1670000 | PA      | $1613607.27   | 0.09%             | 2024-09-20      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                               | COMM 2014-CCRE15 Mortgage Trust                                                               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1861494.46   | 0.11%             | 2024-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                                        | Carvana Auto Receivables Trust 2022-N1                                                        | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $455128.03    | 0.03%             | 2027-02-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO, Ltd                                                                    | Cedar Funding VII CLO, Ltd                                                                    | CUSIP: 15032FAE6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $961833.00    | 0.05%             | 2031-01-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                                             | Cedar Funding Ltd                                                                             | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3070000 | PA      | $2999393.07   | 0.17%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1667000 | PA      | $1675444.52   | 0.10%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Usaa Ultra Short-Term Bond Fund                                                               | Usaa Ultra Short-Term Bond Fund                                                               | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1839173.97   | 0.10%             | 2024-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                       | Equitable Financial Life Global Funding                                                       | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1915921.62   | 0.11%             | 2024-11-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JMY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4250 | PA      | $4254.18      | 0.00%             | 2034-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128NCPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40080 | PA      | $39919.44     | 0.00%             | 2035-11-01      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8492 | PA      | $8414.49      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6006 | PA      | $5985.54      | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31405UMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2793 | PA      | $2791.87      | 0.00%             | 2034-10-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31405UTZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1200 | PA      | $1188.98      | 0.00%             | 2034-11-01      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GDY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3099 | PA      | $3093.34      | 0.00%             | 2035-01-01      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                                    | Otis Worldwide Corporation                                                                    | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1882407.81   | 0.11%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                      | Roper Technologies, Inc.                                                                      | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692534.78    | 0.04%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                               | SBA Towers, LLC                                                                               | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $642679.23    | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-A                                                      | Santander Retail Auto Lease Trust 2020-A                                                      | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335000 | PA      | $1318432.38   | 0.07%             | 2024-11-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                                                          | Santander Bank, N.A.                                                                          | CUSIP: 80290CBE3<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $783799.50    | 0.04%             | 2032-12-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Schlumberger Canada Limited                                                                   | Schlumberger Canada Limited                                                                   | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | US        |    695000 | PA      | $636291.82    | 0.04%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187660.34    | 0.01%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $991798.97    | 0.06%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                           | EOG Resources, Inc.                                                                           | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    594000 | PA      | $590801.49    | 0.03%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-2 Ltd                                                                           | Eagle RE 2021-2 Ltd                                                                           | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024062 | PA      | $1013080.22   | 0.06%             | 2034-04-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                 | Enbridge Inc.                                                                                 | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2610932.68   | 0.15%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1869284.38   | 0.11%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48134 | PA      | $48131.88     | 0.00%             | 2030-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    158352 | PA      | $164275.60    | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JMZG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5777 | PA      | $5773.66      | 0.00%             | 2034-11-01      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128MB6P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12858 | PA      | $12837.58     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    332070 | PA      | $335881.16    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    622472 | PA      | $618719.80    | 0.04%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3137A0UA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    455464 | PA      | $442555.07    | 0.03%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3266568 | PA      | $3151735.64   | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    987826 | PA      | $927637.50    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3232837 | PA      | $3119190.73   | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    181560 | PA      | $189954.45    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                                    | Exeter Automobile Receivables Trust 2021-2                                                    | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1124796.70   | 0.06%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5452 | PA      | $5696.03      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827748.63    | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 29 Ltd.                                                                               | KKR CLO 29 Ltd.                                                                               | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2701756.75   | 0.15%             | 2032-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corporation N.V.                                                                    | LeasePlan Corporation N.V.                                                                    | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2506921.74   | 0.14%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                             | MF1 2021-FL7 Ltd.                                                                             | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1910000 | PA      | $1827383.91   | 0.10%             | 2036-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                              | Magallanes, Inc.                                                                              | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $5496488.27   | 0.31%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                  | Marriott International, Inc.                                                                  | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798423.92    | 0.05%             | 2023-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                             | Microchip Technology Incorporated                                                             | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2286109.16   | 0.13%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                      | NXP B.V.                                                                                      | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1289938.33   | 0.07%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                      | NXP B.V.                                                                                      | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282731.66    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                       | NTT Finance Corporation                                                                       | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1180848.01   | 0.07%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                              | Navient Private Education Refi Loan Trust 2019-A                                              | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880790 | PA      | $838724.84    | 0.05%             | 2028-04-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                              | Navient Private Education Refi Loan Trust 2020-D                                              | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |    820289 | PA      | $738525.49    | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                               | S&P Global Inc.                                                                               | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4023920.81   | 0.23%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                                       | SMB Private Education Loan Trust 2021-B                                                       | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2847286 | PA      | $2547292.75   | 0.14%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                 | Sabine Pass Liquefaction, LLC                                                                 | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2588442.19   | 0.15%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                 | Sabine Pass Liquefaction, LLC                                                                 | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2499076.33   | 0.14%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH4                                                               | Sequoia Mortgage Trust 2018-CH4                                                               | CUSIP: 81747LAU5<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |      8877 | PA      | $8773.92      | 0.00%             | 2034-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                                | 7-Eleven, Inc.                                                                                | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    920000 | PA      | $914820.47    | 0.05%             | 2023-02-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2020-2                                                          | SG Residential Mortgage Trust 2020-2                                                          | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995976 | PA      | $867479.93    | 0.05%             | 2023-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                  | UBS Group AG                                                                                  | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2863730.98   | 0.16%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                                  | UWM Mortgage Trust 2021-INV2                                                                  | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651060 | PA      | $559606.31    | 0.03%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47255000 | PA      | $47550343.75  | 2.70%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2286466.02   | 0.13%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                                 | Vistra Operations Company LLC                                                                 | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2212044.27   | 0.13%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                               | QNB Finance Ltd                                                                               | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2631852.00   | 0.15%             | 2024-03-28      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                               | QNB Finance Ltd                                                                               | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415115.00   | 0.08%             | 2025-05-12      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2020-1                                               | Americredit Automobile Receivables Trust 2020-1                                               | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1305000 | PA      | $1245039.17   | 0.07%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                                 | AmerisourceBergen Corporation                                                                 | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2104245.80   | 0.12%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                               | Angel Oak Mortgage Trust 2021-1                                                               | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542913 | PA      | $1255637.32   | 0.07%             | 2025-02-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Real Estate Investment TRS Trust II                                                 | Angel Oak Real Estate Investment TRS Trust II                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    966649 | PA      | $787343.87    | 0.04%             | 2025-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $452261.63    | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JMW45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1501 | PA      | $1501.28      | 0.00%             | 2034-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2021-NQM3                                                     | Bravo Residential Funding Trust 2021-NQM3                                                     | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1305936 | PA      | $1152606.94   | 0.07%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                         | Cheniere Corpus Christi Holdings, LLC                                                         | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5505728.00   | 0.31%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128NCBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3621 | PA      | $3598.20      | 0.00%             | 2035-02-01      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208497 | PA      | $197277.07    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                | Citigroup Inc.                                                                                | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2064160.70   | 0.12%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                | Citigroup Inc.                                                                                | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2008838.71   | 0.11%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    750925 | PA      | $753718.15    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84317 | PA      | $88079.46     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19021 | PA      | $18976.33     | 0.00%             | 2025-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EPJ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244171 | PA      | $233854.05    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                           | Citigroup Commercial Mortgage Trust                                                           | CUSIP: 17320QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1855187.14   | 0.11%             | 2023-05-12      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                                  | Cold Storage Trust 2020-ICE5                                                                  | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4310413 | PA      | $4173218.16   | 0.24%             | 2023-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159180 | PA      | $159932.08    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1021 | PA      | $1037.64      | 0.00%             | 2034-04-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GDF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3914 | PA      | $3872.86      | 0.00%             | 2033-06-01      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12113 | PA      | $12307.32     | 0.00%             | 2035-02-01      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 Mortgage Loan Trust                                                               | COLT 2021-3 Mortgage Loan Trust                                                               | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832708 | PA      | $631746.42    | 0.04%             | 2066-09-27      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                           | Comcast Corporation                                                                           | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    985000 | PA      | $998404.23    | 0.06%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                                  | Connecticut Avenue Securities Trust 2021-R01                                                  | CUSIP: 20754LAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2219880 | PA      | $2190160.68   | 0.12%             | 2041-12-26      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                            | Diageo Capital PLC                                                                            | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615201.92   | 0.09%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GDN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52038 | PA      | $52701.23     | 0.00%             | 2033-06-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173568 | PA      | $169907.59    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                                | Fortinet, Inc.                                                                                | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1525535.87   | 0.09%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1011865 | PA      | $1017255.73   | 0.06%             | 2042-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                     | The Toronto-Dominion Bank                                                                     | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7763512.00   | 0.44%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                              | GATX Corporation                                                                              | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4158358.83   | 0.24%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319167 | PA      | $329920.60    | 0.02%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171871 | PA      | $174438.97    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131877 | PA      | $115006.37    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV1                                                             | Hundred Acre Wood Trust 2021-INV1                                                             | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015641 | PA      | $1732506.29   | 0.10%             | 2028-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1881268.63   | 0.11%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                                                | MVW 2019-2 LLC                                                                                | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    353778 | PA      | $331339.43    | 0.02%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                                | MVW 2020-1 LLC                                                                                | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    554499 | PA      | $508897.71    | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                                | MVW 2020-1 LLC                                                                                | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985346 | PA      | $901235.28    | 0.05%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                               | Madison Park Funding XXXIII Ltd                                                               | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4150000 | PA      | $4051823.45   | 0.23%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-1                                                             | Verus Securitization Trust 2022-1                                                             | CUSIP: 92538WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3719211 | PA      | $3124037.51   | 0.18%             | 2067-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                             | Volkswagen Group of America, Inc.                                                             | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4806776.08   | 0.27%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPHT Finance (19) Limited                                                                     | HPHT Finance (19) Limited                                                                     | CUSIP: N/A<br>LEI: 254900U58MWSWY66P584       | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2815537.12   | 0.16%             | 2024-11-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAF2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2933884.81   | 0.17%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2922691.46   | 0.17%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Aetna Inc.                                                                                    | Aetna Inc.                                                                                    | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1231858.03   | 0.07%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                         | Air Lease Corporation                                                                         | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1678184.26   | 0.10%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                   | Aker BP ASA                                                                                   | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3112738.64   | 0.18%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                       | American Airlines, Inc.                                                                       | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |   1114570 | PA      | $990506.60    | 0.06%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                      | American Express Company                                                                      | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2886484.71   | 0.16%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                    | American Tower Corporation                                                                    | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1341003.38   | 0.08%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                               | AmeriCredit Automobile Receivables Trust 2021-1                                               | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960000 | PA      | $1797183.78   | 0.10%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                               | AmeriCredit Automobile Receivables Trust 2021-1                                               | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1215000 | PA      | $1081095.21   | 0.06%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                         | Elevance Health, Inc.                                                                         | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    795000 | PA      | $804268.98    | 0.05%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL4, Ltd.                                      | Arbor Realty Commercial Real Estate Notes 2021-FL4, Ltd.                                      | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1860000 | PA      | $1792670.60   | 0.10%             | 2036-11-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDE1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $780609.60    | 0.04%             | 2024-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $1173960.25   | 0.07%             | 2024-09-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tenaga Nasional Berhad                                                                        | Tenaga Nasional Berhad                                                                        | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2915612.00   | 0.17%             | 2025-11-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                 | Enbridge Inc.                                                                                 | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4022262.22   | 0.23%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JM7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8017 | PA      | $7945.21      | 0.00%             | 2035-02-01      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    988450 | PA      | $928224.31    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1444203 | PA      | $1348002.84   | 0.08%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    244815 | PA      | $246707.26    | 0.01%             | 2024-08-26      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31385XQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9773 | PA      | $9993.16      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30713 | PA      | $30431.03     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138ABBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3992 | PA      | $3955.72      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    130791 | PA      | $132336.43    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406BB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8976 | PA      | $8981.44      | 0.00%             | 2035-01-01      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11563 | PA      | $11515.41     | 0.00%             | 2035-01-01      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406P4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59019 | PA      | $59388.15     | 0.00%             | 2035-04-01      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406REY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103688 | PA      | $102890.84    | 0.01%             | 2035-08-01      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406TLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13909 | PA      | $13952.61     | 0.00%             | 2035-04-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                                     | Ellington Financial Mortgage Trust 2021-2                                                     | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709239 | PA      | $546679.19    | 0.03%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                                     | Ellington Financial Mortgage Trust 2021-3                                                     | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670753 | PA      | $502489.85    | 0.03%             | 2066-09-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911701.60    | 0.05%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $4933529.47   | 0.28%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2452040 | PA      | $2451442.95   | 0.14%             | 2042-05-27      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                                | Hyundai Capital Services, Inc.                                                                | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | US        |    830000 | PA      | $759648.45    | 0.04%             | 2025-04-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956890.90   | 0.11%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-B                                                                 | John Deere Owner Trust 2022-B                                                                 | CUSIP: 47800AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2595000 | PA      | $2510747.36   | 0.14%             | 2029-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                                             | BPR Trust 2021-TY                                                                             | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855000 | PA      | $1737278.92   | 0.10%             | 2023-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd                                                                 | Madison Park Funding XXXV Ltd                                                                 | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4315000 | PA      | $4240764.74   | 0.24%             | 2032-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35320000 | PA      | $35325516.98  | 2.01%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                         | Banco Bilbao Vizcaya Argentaria, S.A.                                                         | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4067490.00   | 0.23%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                         | Banco Santander, S.A.                                                                         | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2508157.60   | 0.14%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8665000 | PA      | $8610843.75   | 0.49%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 94989MAB5<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    379861 | PA      | $367731.95    | 0.02%             | 2058-07-17      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1656731.80   | 0.09%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Limited 2016-1                                | Blackbird Capital Aircraft Lease Securitization Limited 2016-1                                | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    809292 | PA      | $755809.52    | 0.04%             | 2024-12-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                               | COMM 2014-CCRE15 Mortgage Trust                                                               | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $5600734.43   | 0.32%             | 2024-01-12      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                               | COMM 2014-CCRE19 Mortgage Trust                                                               | CUSIP: 12592GAG8<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $680319.85    | 0.04%             | 2024-08-12      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                               | COMM 2014-CCRE19 Mortgage Trust                                                               | CUSIP: 12592GBF9<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |   2070000 | PA      | $1992723.38   | 0.11%             | 2024-08-12      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS5 Mortgage Trust                                                                 | COMM 2014-UBS5 Mortgage Trust                                                                 | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2734064.00   | 0.16%             | 2024-09-12      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                      | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5345000 | PA      | $5329819.40   | 0.30%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    230210 | PA      | $236194.14    | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16545 | PA      | $17169.73     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2371 | PA      | $2470.90      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2822073 | PA      | $2396401.24   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1682363 | PA      | $1752628.23   | 0.10%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                               | SBA Towers, LLC                                                                               | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3147489.56   | 0.18%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2022-B                                                      | Santander Retail Auto Lease Trust 2022-B                                                      | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $550564.43    | 0.03%             | 2027-03-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                                                          | Santander Bank, N.A.                                                                          | CUSIP: 80290CAE4<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    336509 | PA      | $324984.54    | 0.02%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                                                          | Santander Bank, N.A.                                                                          | CUSIP: 80290CAY0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |   1145415 | PA      | $1140186.28   | 0.06%             | 2032-08-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH4                                                               | Sequoia Mortgage Trust 2018-CH4                                                               | CUSIP: 81747LAB7<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |     13622 | PA      | $13448.62     | 0.00%             | 2034-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                           | Synchrony Financial                                                                           | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4586557.83   | 0.26%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                                   | Brighthouse Financial, Inc.                                                                   | CUSIP: 10921U2D9<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2071895.67   | 0.12%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Sky Limited                                                                                   | Sky Limited                                                                                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6933085.39   | 0.39%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                                | CSMC 2019-ICE4                                                                                | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2680000 | PA      | $2619808.27   | 0.15%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                                | CSMC 2019-ICE4                                                                                | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965000 | PA      | $1915965.00   | 0.11%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                                    | Exeter Automobile Receivables Trust 2022-2                                                    | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2355000 | PA      | $2272529.55   | 0.13%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                                | FirstKey Homes 2020-SFR1 Trust                                                                | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4660000 | PA      | $4161743.48   | 0.24%             | 2025-09-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42076 | PA      | $42252.87     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                            | Plains All American Pipeline, L.P.                                                            | CUSIP: 72650RBB7<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3227746.38   | 0.18%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                         | Planet Fitness Master                                                                         | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |   1402738 | PA      | $1309266.23   | 0.07%             | 2025-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Public Storage, Inc.                                                                          | Public Storage, Inc.                                                                          | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1226827.14   | 0.07%             | 2024-04-23      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                     | Realty Income Corporation                                                                     | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956360.40   | 0.11%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                       | Republic Services, Inc.                                                                       | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1893251.59   | 0.11%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                                                                | Slide 2018-Fun                                                                                | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768146 | PA      | $1737204.43   | 0.10%             | 2031-06-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                      | Svenska Handelsbanken AB                                                                      | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1537657.80   | 0.09%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                              | Brixmor Operating Partnership LP                                                              | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   4307000 | PA      | $4178777.60   | 0.24%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                         | Brunswick Corporation                                                                         | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2638048.55   | 0.15%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                        | CVS Health Corporation                                                                        | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $985559.79    | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2157453.95   | 0.12%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4178 | PA      | $4351.67      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    265635 | PA      | $273618.21    | 0.02%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28107 | PA      | $28257.68     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20228 | PA      | $20338.05     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                     | Korea Electric Power Corp                                                                     | CUSIP: 500631AX4<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4325688.20   | 0.25%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Short-Term Investments Trust                                                                  | Short-Term Investments Trust                                                                  | CUSIP: 55358PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1361669 | PA      | $1335318.80   | 0.08%             | 2037-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                                     | QVC, Inc.                                                                                     | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3134288.25   | 0.18%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                                   | Qorvo, Inc.                                                                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1029396.26   | 0.06%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                             | RELX Capital Inc.                                                                             | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1375244.80   | 0.08%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                                                                | Slide 2018-Fun                                                                                | CUSIP: 831350AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595422 | PA      | $1583456.90   | 0.09%             | 2031-06-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                   | Swedbank AB                                                                                   | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2256121.51   | 0.13%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $2962872.81   | 0.17%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                                  | Viatris Inc.                                                                                  | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1005594.48   | 0.06%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                                               | W.P. Carey Inc.                                                                               | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4172237.98   | 0.24%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                         | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1404437.12   | 0.08%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2020-1                                                                | CarMax Auto Owner Trust 2020-1                                                                | CUSIP: 14315XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1736534.82   | 0.10%             | 2025-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2020-1                                                                | CarMax Auto Owner Trust 2020-1                                                                | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $753286.47    | 0.04%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    374248 | PA      | $370644.49    | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                        | General Motors Company                                                                        | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1858826.34   | 0.11%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                        | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4218753.59   | 0.24%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                                                           | Hilton Grand Vacations Trust 2020-A                                                           | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    817599 | PA      | $769091.78    | 0.04%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $916948.69    | 0.05%             | 2025-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377REX8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   3535000 | PA      | $3499571.52   | 0.20%             | 2023-09-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2941606.50   | 0.17%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                      | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    965000 | PA      | $943446.73    | 0.05%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                                   | Long Island Power Authority                                                                   | CUSIP: 542691DP2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    725000 | PA      | $720316.57    | 0.04%             | 2023-03-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Magnetite XVI, Limited                                                                        | Magnetite XVI, Limited                                                                        | CUSIP: 55953RAL5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |   3731744 | PA      | $3704054.63   | 0.21%             | 2028-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                          | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                          | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3090000 | PA      | $3032166.32   | 0.17%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Magnetite XXV, Limited                                                                        | Magnetite XXV, Limited                                                                        | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |   2020000 | PA      | $1990669.60   | 0.11%             | 2032-01-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX 2020-Exp3 Trust                                                                           | OBX 2020-Exp3 Trust                                                                           | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967918 | PA      | $827345.32    | 0.05%             | 2060-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust 2019-DPLO                                                                          | BFLD Trust 2019-DPLO                                                                          | CUSIP: 054970AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4770000 | PA      | $4639079.72   | 0.26%             | 2024-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                           | B.A.T. International Finance P.L.C.                                                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1903592.99   | 0.11%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                          | BPCE                                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6578070.64   | 0.37%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                                | BRE Grand Islander Timeshare Issuer 2019-A LLC                                                | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    383313 | PA      | $359941.12    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                                       | BSREP Commercial Mortgage Trust 2021-DC                                                       | CUSIP: 05591UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $737851.33    | 0.04%             | 2023-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                               | Danske Bank A/S                                                                               | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2894819.41   | 0.16%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-1                                                               | Octane Receivables Trust 2021-1                                                               | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1403090.98   | 0.08%             | 2025-09-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-2                                                               | Octane Receivables Trust 2021-2                                                               | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    935762 | PA      | $889543.35    | 0.05%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                               | Danske Bank A/S                                                                               | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1431660.30   | 0.08%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                                   | Deephaven Residential Mortgage Trust 2021-1                                                   | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289622 | PA      | $257534.26    | 0.01%             | 2065-05-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                                   | Deephaven Residential Mortgage Trust 2021-2                                                   | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506578 | PA      | $419442.41    | 0.02%             | 2025-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                                   | Deephaven Residential Mortgage Trust 2021-2                                                   | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558095 | PA      | $447877.07    | 0.03%             | 2025-06-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                                               | Octane Receivables Trust 2022-2                                                               | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4616838 | PA      | $4563186.24   | 0.26%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                              | Principal Life Global Funding II                                                              | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415008.23   | 0.08%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                      | Devon Energy Corporation                                                                      | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1205987.26   | 0.07%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406WRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46402 | PA      | $46852.60     | 0.00%             | 2035-06-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                               | Avolon Holdings Funding Limited                                                               | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $661172.97    | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust 2022-WSS                                                       | BXSC Commercial Mortgage Trust 2022-WSS                                                       | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $910862.28    | 0.05%             | 2024-03-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO I Ltd                                                                     | Symphony Static CLO I Ltd                                                                     | CUSIP: 87190TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3330000 | PA      | $3201202.26   | 0.18%             | 2029-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                                             | Verus Securitization Trust 2019-4                                                             | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196773 | PA      | $1126969.37   | 0.06%             | 2059-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    305322 | PA      | $288891.35    | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    264940 | PA      | $261969.75    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                                          | Verus Securitization Trust 2019-INV3                                                          | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659800 | PA      | $618576.01    | 0.04%             | 2059-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                             | Verus Securitization Trust 2021-1                                                             | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625762 | PA      | $508832.46    | 0.03%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                                    | Great Wolf Trust 2019-WOLF                                                                    | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3959000 | PA      | $3845401.25   | 0.22%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                                  | Hasbro, Inc.                                                                                  | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3968353.87   | 0.23%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                       | The Bank of New York Mellon Corporation                                                       | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2178103.22   | 0.12%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                            | Banque Federative du Credit Mutuel                                                            | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2539888.59   | 0.14%             | 2025-02-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                           | POSCO Holdings Inc.                                                                           | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | US        |    900000 | PA      | $866821.95    | 0.05%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                       | Bayer US Finance II LLC                                                                       | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3826000.60   | 0.22%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2                                           | Bayview MSR Opportunity Master Fund Trust 2021-INV2                                           | CUSIP: 07336LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978476 | PA      | $1703035.00   | 0.10%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company                               | Health Care Service Corporation, A Mutual Legal Reserve Company                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3294883.16   | 0.19%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2022-B                                                             | MMAF Equipment Finance LLC 2022-B                                                             | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1262263.34   | 0.07%             | 2025-09-09      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                 | Becton, Dickinson and Company                                                                 | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    724000 | PA      | $705995.28    | 0.04%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                               | CSL Finance PLC                                                                               | CUSIP: 12661PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $698393.39    | 0.04%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                                  | Mondelez International, Inc.                                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1474205.04   | 0.08%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                              | Nelnet Student Loan Trust 2021-C                                                              | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1835216 | PA      | $1621387.24   | 0.09%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961942.42   | 0.11%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                                    | Exeter Automobile Receivables Trust 2022-4                                                    | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1277442.51   | 0.07%             | 2025-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32, Ltd.                                                   | Neuberger Berman Loan Advisers CLO 32, Ltd.                                                   | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   4375000 | PA      | $4302466.88   | 0.24%             | 2032-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Capital, Inc.                                                                | Sequoia Mortgage Capital, Inc.                                                                | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     17243 | PA      | $16801.25     | 0.00%             | 2025-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38356 | PA      | $39669.33     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    809207 | PA      | $755045.90    | 0.04%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-2                                                              | Towd Point Mortgage Trust 2018-2                                                              | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445271 | PA      | $1369149.52   | 0.08%             | 2024-12-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                              | Towd Point Mortgage Trust 2018-1                                                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206855 | PA      | $197586.40    | 0.01%             | 2024-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD Point Mortgage Trust 2018-5                                                              | TOWD Point Mortgage Trust 2018-5                                                              | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1122630 | PA      | $1049273.78   | 0.06%             | 2025-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-2                                                             | Verus Securitization Trust 2020-2                                                             | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480278 | PA      | $462148.26    | 0.03%             | 2060-04-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                                           | GMF Floorplan Owner Revolving Trust                                                           | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    845000 | PA      | $822631.24    | 0.05%             | 2023-08-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                             | HSBC Holdings PLC                                                                             | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1641661.80   | 0.09%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                                   | CUSIP: 61763KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $687870.93    | 0.04%             | 2024-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                                                             | PerkinElmer, Inc.                                                                             | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1574439.10   | 0.09%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                                                             | PerkinElmer, Inc.                                                                             | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $5757888.18   | 0.33%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                             | Perrigo Finance Unlimited Company                                                             | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $6753012.50   | 0.38%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                              | Philip Morris International Inc.                                                              | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2687286.52   | 0.15%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                             | Pioneer Natural Resources Company                                                             | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1514483.63   | 0.09%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII, Ltd.                                                                      | Symphony CLO XXIII, Ltd.                                                                      | CUSIP: 87167NDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2730000 | PA      | $2681635.32   | 0.15%             | 2034-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                           | The AES Corporation                                                                           | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1549407.38   | 0.09%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APT Pipelines Limited                                                                         | APT Pipelines Limited                                                                         | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | US        |   5101000 | PA      | $4923782.08   | 0.28%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                     | Aptiv PLC                                                                                     | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2357692.60   | 0.13%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $373930.42    | 0.02%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                          | Amphenol Corporation                                                                          | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1591213.29   | 0.09%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                                          | BINOM Securitization Trust 2021-INV1                                                          | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801772 | PA      | $671053.76    | 0.04%             | 2056-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1403992.04   | 0.08%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2497858.32   | 0.14%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1652266.72   | 0.09%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                 | Becton, Dickinson and Company                                                                 | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4339000 | PA      | $4240432.24   | 0.24%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13281 | PA      | $13838.94     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                                  | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1363485.40   | 0.08%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                                  | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1295600.92   | 0.07%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust 2019-MOB                                                       | CGDB Commercial Mortgage Trust 2019-MOB                                                       | CUSIP: 125284AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3115000 | PA      | $2975109.71   | 0.17%             | 2036-11-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                                                                     | CIFC Funding 2021-IV Ltd.                                                                     | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $890803.27    | 0.05%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2020-A                                                                    | CNH Equipment Trust 2020-A                                                                    | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1165000 | PA      | $1112045.39   | 0.06%             | 2024-03-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                | Citigroup Inc.                                                                                | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1943700.56   | 0.11%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, National Association                                                        | Fifth Third Bank, National Association                                                        | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3263797.11   | 0.19%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-4                                     | GM Financial Consumer Automobile Receivables Trust 2020-4                                     | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $934281.82    | 0.05%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                                         | Galton Funding Mortgage Trust 2019-H1                                                         | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $692008.11    | 0.04%             | 2059-10-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                                      | Morgan Stanley Capital I Trust 2019-MEAD                                                      | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2330000 | PA      | $2014953.24   | 0.11%             | 2024-11-13      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                               | Nordea Bank Abp                                                                               | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6749468.60   | 0.38%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                               | Nordstrom, Inc.                                                                               | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    390000 | PA      | $365370.03    | 0.02%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                             | Nucor Corporation                                                                             | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $646887.30    | 0.04%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                             | Nucor Corporation                                                                             | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $983463.45    | 0.06%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-C                                                       | SMB Private Education Loan Trust 2016-C                                                       | CUSIP: 78449KAC4<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-CBDO         | CORP              | US        |    912005 | PA      | $900875.83    | 0.05%             | 2034-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-4                                                 | Santander Drive Auto Receivables Trust 2022-4                                                 | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $3964526.16   | 0.23%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                    | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1581561.32   | 0.09%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2535000 | PA      | $2591630.13   | 0.15%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company                            | Shire Acquisitions Investments Ireland Designated Activity Company                            | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1061132.80   | 0.06%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                               | Sierra Timeshare 2020-2 Receivables Funding LLC                                               | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    373676 | PA      | $352300.04    | 0.02%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-2 Receivables Funding LLC                                               | Sierra Timeshare 2019-2 Receivables Funding LLC                                               | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780937 | PA      | $751696.53    | 0.04%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                          | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2444775.24   | 0.14%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                            | Credit Agricole SA                                                                            | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1605499.16   | 0.09%             | 2023-04-24      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61610 | PA      | $62999.84     | 0.00%             | 2034-11-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31409VPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34201 | PA      | $34219.91     | 0.00%             | 2036-02-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74925 | PA      | $71070.49     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32937 | PA      | $34020.17     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716354 | PA      | $733375.93    | 0.04%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2014-EB1                                                  | GS Mortgage-Backed Securities Trust 2014-EB1                                                  | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27467 | PA      | $27373.43     | 0.00%             | 2044-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4261996.18   | 0.24%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2416734.75   | 0.14%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                    | Anglo American Capital PLC                                                                    | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2905449.30   | 0.16%             | 2024-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                                                          | Korea Hydro & Nuclear Power Co., Ltd                                                          | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   3519000 | PA      | $3101713.46   | 0.18%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                                                        | LSTAR Commercial Mortgage Trust 2017-5                                                        | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1295200.20   | 0.07%             | 2027-01-12      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| LUXE Trust 2021-TRIP                                                                          | LUXE Trust 2021-TRIP                                                                          | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423972 | PA      | $405446.36    | 0.02%             | 2026-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                               | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $988958.34    | 0.06%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC                                                                        | Applebee's Funding LLC                                                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4524300 | PA      | $4461013.19   | 0.25%             | 2024-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                                 | ArcelorMittal                                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | US        |    920000 | PA      | $891961.71    | 0.05%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                              | NRG Energy, Inc.                                                                              | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1367515.85   | 0.08%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                      | NXP B.V.                                                                                      | CUSIP: 62947QBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2558908.88   | 0.15%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                      | NXP B.V.                                                                                      | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1833361.53   | 0.10%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                   | Navient Private Education Loan Trust 2020-A                                                   | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1183890 | PA      | $1058738.96   | 0.06%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV1                                                 | New Residential Mortgage Loan Trust 2021-INV1                                                 | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232953 | PA      | $1059761.83   | 0.06%             | 2028-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                        | The PNC Financial Services Group, Inc.                                                        | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3168338.27   | 0.18%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                                | AutoZone, Inc.                                                                                | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3827072.47   | 0.22%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                                | AutoZone, Inc.                                                                                | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $988489.34    | 0.06%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                           | POSCO Holdings Inc.                                                                           | CUSIP: 693483AG4<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3431210.85   | 0.19%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                      | Roper Technologies, Inc.                                                                      | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    825000 | PA      | $788558.43    | 0.04%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                             | Ross Stores, Inc.                                                                             | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1195658.96   | 0.07%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                               | SBA Towers, LLC                                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1042155.77   | 0.06%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                               | SBA Towers, LLC                                                                               | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1476383.92   | 0.08%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SES                                                                                           | SES                                                                                           | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1929730.42   | 0.11%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                                 | Santander Drive Auto Receivables Trust 2022-5                                                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2005000 | PA      | $1956188.48   | 0.11%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                | The Charles Schwab Corporation                                                                | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2341353.07   | 0.13%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                | The Charles Schwab Corporation                                                                | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $3943770.28   | 0.22%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                                 | Sempra Energy                                                                                 | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1443657.25   | 0.08%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                              | Societe Generale                                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $297676.54    | 0.02%             | 2024-10-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3468444.05   | 0.20%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368063.53    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                                 | Starwood Mortgage Residential Trust 2019-INV1                                                 | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776752 | PA      | $729593.21    | 0.04%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                  | UBS Group AG                                                                                  | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3405727.89   | 0.19%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                  | UBS Group AG                                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    905000 | PA      | $778655.67    | 0.04%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3076131.79   | 0.17%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                             | Verus Securitization Trust 2020-1                                                             | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77652 | PA      | $75334.52     | 0.00%             | 2060-03-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                                 | LG Chem, Ltd.                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3269909.20   | 0.19%             | 2024-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RCU6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1065000 | PA      | $1061539.94   | 0.06%             | 2023-03-20      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RCV4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1065000 | PA      | $1061396.80   | 0.06%             | 2023-03-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31403K3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64671 | PA      | $65707.40     | 0.00%             | 2033-12-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-3                                                              | Towd Point Mortgage Trust 2017-3                                                              | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    484794 | PA      | $465759.82    | 0.03%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                               | Enel Finance International N.V.                                                               | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3170125.03   | 0.18%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JML39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95896 | PA      | $96285.77     | 0.01%             | 2035-06-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3137G1BY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132529 | PA      | $128843.20    | 0.01%             | 2047-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54258 | PA      | $53760.14     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EQLC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1339381 | PA      | $1327097.06   | 0.08%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406BEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6002 | PA      | $6008.08      | 0.00%             | 2034-12-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406BJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7903 | PA      | $7889.05      | 0.00%             | 2035-01-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406DG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11220 | PA      | $11261.20     | 0.00%             | 2034-11-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406J7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73223 | PA      | $74182.57     | 0.00%             | 2035-04-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406MYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6744 | PA      | $6678.46      | 0.00%             | 2035-03-01      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1875050 | PA      | $1738801.13   | 0.10%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1723517.66   | 0.10%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1573420.14   | 0.09%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2272508.07   | 0.13%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                                           | LSEGA Financing PLC                                                                           | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3306091.71   | 0.19%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                                     | MFA Trust                                                                                     | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    647678 | PA      | $573557.43    | 0.03%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                      | Marvell Technology, Inc.                                                                      | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2403520.23   | 0.14%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2021-INV3                                                   | Mello Mortgage Capital Acceptance 2021-INV3                                                   | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1704982 | PA      | $1463354.13   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2017-1                                                           | Metlife Securitization Trust 2017-1                                                           | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    457777 | PA      | $421346.32    | 0.02%             | 2026-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                  | Truist Financial Corporation                                                                  | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1756236.98   | 0.10%             | 2025-06-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                                      | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665000 | PA      | $1624490.88   | 0.09%             | 2034-09-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                               | UnitedHealth Group Incorporated                                                               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1699387.82   | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                                          | Verus Securitization Trust 2019-INV2                                                          | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678285 | PA      | $650959.34    | 0.04%             | 2059-07-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                                       | Vista Point Securitization Trust 2020-2                                                       | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251586 | PA      | $221919.65    | 0.01%             | 2065-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                                 | Vistra Operations Company LLC                                                                 | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  10980000 | PA      | $10536908.80  | 0.60%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                   | Zoetis Inc.                                                                                   | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2079664.74   | 0.12%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                   | Ecolab Inc.                                                                                   | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2894774.23   | 0.16%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                          | Edison International                                                                          | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394492.12   | 0.08%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                 | Enbridge Inc.                                                                                 | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    955000 | PA      | $954793.05    | 0.05%             | 2023-02-17      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JNAL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7385 | PA      | $7367.14      | 0.00%             | 2035-02-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    210122 | PA      | $222688.63    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    529834 | PA      | $506740.50    | 0.03%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2802019 | PA      | $2391193.33   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1393401 | PA      | $1268794.71   | 0.07%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176818 | PA      | $178845.51    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                  | UBS Group AG                                                                                  | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675941.99    | 0.04%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HPHT Limited                                                                                  | HPHT Limited                                                                                  | CUSIP: N/A<br>LEI: 254900SLH6EYTB8QK559       | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2097186.24   | 0.12%             | 2026-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81698 | PA      | $83785.31     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    232904 | PA      | $239274.93    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13719 | PA      | $13590.19     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89276 | PA      | $92315.24     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1INV                                                             | Flagstar Mortgage Trust 2020-1INV                                                             | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440460 | PA      | $400598.59    | 0.02%             | 2041-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1INV                                                             | Flagstar Mortgage Trust 2019-1INV                                                             | CUSIP: 33852AAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309880 | PA      | $271688.71    | 0.02%             | 2040-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                                     | Fontainebleau Miami Beach Trust 2019-FBLU                                                     | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2299421.28   | 0.13%             | 2024-12-12      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2022-A                                                           | Ford Credit Auto Lease Trust 2022-A                                                           | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3745000 | PA      | $3644892.03   | 0.21%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                     | JPMorgan Chase Bank, National Association                                                     | CUSIP: 48128U2M0<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-CBDO         | CORP              | US        |   1056013 | PA      | $1009073.44   | 0.06%             | 2025-01-25      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2375220.00   | 0.13%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                                   | CUSIP: 61763KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $242533.05    | 0.01%             | 2024-03-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                                   | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $907639.45    | 0.05%             | 2024-09-17      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                              | Navient Private Education Refi Loan Trust 2019-G                                              | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1493219 | PA      | $1365829.84   | 0.08%             | 2028-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-C                                                   | Navient Private Education Loan Trust 2020-C                                                   | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4507134 | PA      | $4067912.48   | 0.23%             | 2029-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                              | Navient Private Education Refi Loan Trust 2019-E                                              | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1319177 | PA      | $1235973.93   | 0.07%             | 2028-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM2                                                 | New Residential Mortgage Loan Trust 2020-NQM2                                                 | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613084 | PA      | $562953.15    | 0.03%             | 2025-07-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                         | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2453057.57   | 0.14%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                             | Ross Stores, Inc.                                                                             | CUSIP: 778296AA1<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1183597.45   | 0.07%             | 2024-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                             | Ross Stores, Inc.                                                                             | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4823317.21   | 0.27%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-B                                                       | SMB Private Education Loan Trust 2019-B                                                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3865159 | PA      | $3426542.95   | 0.19%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                               | Danske Bank A/S                                                                               | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2379202.08   | 0.14%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-6                                                    | Exeter Automobile Receivables Trust 2022-6                                                    | CUSIP: 30168AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455000 | PA      | $456332.29    | 0.03%             | 2026-08-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                          | Extended Stay America Trust 2021-ESH                                                          | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |   1927980 | PA      | $1850958.79   | 0.11%             | 2023-07-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102543 | PA      | $104808.49    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963896 | PA      | $969262.06    | 0.06%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                      | HCA Inc.                                                                                      | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2073994.09   | 0.12%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40, Ltd.                                                   | Neuberger Berman Loan Advisers CLO 40, Ltd.                                                   | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | US        |   1245000 | PA      | $1225126.07   | 0.07%             | 2033-04-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM5                                                 | New Residential Mortgage Loan Trust 2019-NQM5                                                 | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654069 | PA      | $592341.66    | 0.03%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                                                           | OBX 2019-EXP2 Trust                                                                           | CUSIP: 67113KAL2<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |    343580 | PA      | $324788.10    | 0.02%             | 2024-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OBX 2021-J1 Trust                                                                             | OBX 2021-J1 Trust                                                                             | CUSIP: 67113XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279698 | PA      | $1962321.57   | 0.11%             | 2028-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                      | Onslow Bay Financial LLC                                                                      | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1488294 | PA      | $1212448.00   | 0.07%             | 2025-03-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-2 Trust                                                                             | PSMC 2021-2 Trust                                                                             | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444886 | PA      | $1241924.57   | 0.07%             | 2027-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2020-3, Ltd.                                                                | Palmer Square CLO 2020-3, Ltd.                                                                | CUSIP: 69701RAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4940000 | PA      | $4858144.20   | 0.28%             | 2031-11-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                                         | T. Rowe Price Government Reserve Fund                                                         | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5997833 | NS      | $5997832.78   | 0.34%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust 2014-A                                                       | SMB Private Education Loan Trust 2014-A                                                       | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-CBDO         | CORP              | US        |   1456538 | PA      | $1451579.06   | 0.08%             | 2032-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                                     | SMBC Aviation Capital Finance Designated Activity Company                                     | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | US        |    976000 | PA      | $965701.05    | 0.05%             | 2023-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                         | Cardinal Health, Inc.                                                                         | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1764110.33   | 0.10%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                         | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2356049.01   | 0.13%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                                    | Great Wolf Trust 2019-WOLF                                                                    | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1138117.55   | 0.06%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2022-3                                                                  | HPEFS Equipment Trust 2022-3                                                                  | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2205000 | PA      | $2206475.59   | 0.13%             | 2025-09-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                             | Microchip Technology Incorporated                                                             | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3023264.06   | 0.17%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                            | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1649432.44   | 0.09%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                      | Morgan Stanley Capital I Trust 2019-NUGS                                                      | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1108071.66   | 0.06%             | 2036-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3023154.36   | 0.17%             | 2023-11-10      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                              | Navient Private Education Refi Loan Trust 2020-G                                              | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535013 | PA      | $460591.80    | 0.03%             | 2069-09-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                           | OBX 2020-EXP1 Trust                                                                           | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345243 | PA      | $313556.61    | 0.02%             | 2027-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                           | OBX 2020-EXP1 Trust                                                                           | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384725 | PA      | $351719.77    | 0.02%             | 2060-01-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                                           | OBX 2020-EXP2 Trust                                                                           | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872042 | PA      | $742561.57    | 0.04%             | 2036-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                                           | OBX 2020-EXP2 Trust                                                                           | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213871 | PA      | $181231.82    | 0.01%             | 2036-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR2 Trust                                                          | Progress Residential 2020-SFR2 Trust                                                          | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    659186 | PA      | $603002.76    | 0.03%             | 2025-06-19      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2022-1                                                          | SG Residential Mortgage Trust 2022-1                                                          | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311996 | PA      | $2094797.01   | 0.12%             | 2062-03-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                                     | Sunoco Logistics Partners Operations L.P.                                                     | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    785000 | PA      | $769864.81    | 0.04%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2017-SFR2 Trust                                                         | Tricon American Homes 2017-SFR2 Trust                                                         | CUSIP: 89613FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2235000 | PA      | $2156475.73   | 0.12%             | 2024-01-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAP0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2101177.79   | 0.12%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAQ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    870000 | PA      | $842064.74    | 0.05%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                                       | Alexander Funding Trust                                                                       | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2106427.69   | 0.12%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                                           | Amcor Flexibles North America, Inc.                                                           | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1464361.85   | 0.08%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                            | American International Group, Inc.                                                            | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1808262.53   | 0.10%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-2                                               | AmeriCredit Automobile Receivables Trust 2021-2                                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2490000 | PA      | $2210251.24   | 0.13%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                                                                 | Anheuser-Busch Companies, LLC                                                                 | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1473717.44   | 0.08%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Banco Del Estado De Chile                                                                     | Banco Del Estado De Chile                                                                     | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1119266.93   | 0.06%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                                 | Citigroup Mortgage Loan Trust                                                                 | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416908 | PA      | $1171704.87   | 0.07%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                            | CNO Global Funding                                                                            | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2212696.50   | 0.13%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                            | CNO Global Funding                                                                            | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2832864.69   | 0.16%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                                  | Connecticut Avenue Securities Trust 2022-R07                                                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2227443 | PA      | $2246647.26   | 0.13%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 20754NAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2124598 | PA      | $2150743.42   | 0.12%             | 2042-05-27      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                                     | Ellington Financial Mortgage Trust 2021-3                                                     | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944780 | PA      | $736386.65    | 0.04%             | 2066-09-25      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2017-A, LLC                                                        | Elara HGV Timeshare Issuer 2017-A, LLC                                                        | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190560 | PA      | $182345.37    | 0.01%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A, LLC                                                        | Elara HGV Timeshare Issuer 2019-A, LLC                                                        | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    734015 | PA      | $679099.29    | 0.04%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                          | First American Financial Corporation                                                          | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1688011.05   | 0.10%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                    | Ford Credit Floorplan Master Owner Trust A                                                    | CUSIP: 34528QHN7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1955000 | PA      | $1886829.74   | 0.11%             | 2023-09-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4040715.54   | 0.23%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2019-3, LLC                                                        | Enterprise Fleet Financing 2019-3, LLC                                                        | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48146 | PA      | $48063.65     | 0.00%             | 2023-02-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                                    | Homeward Opportunities Fund I Trust 2020-2                                                    | CUSIP: 43789XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2161527.53   | 0.12%             | 2065-05-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                  | Marriott International, Inc.                                                                  | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4403692.17   | 0.25%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                  | Equifax Inc.                                                                                  | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437339.59    | 0.02%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JM6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2708 | PA      | $2687.31      | 0.00%             | 2035-02-01      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-2                                                          | Mill City Mortgage Loan Trust 2017-2                                                          | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170848 | PA      | $167098.95    | 0.01%             | 2024-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                                      | Morgan Stanley Capital I Trust 2014-150E                                                      | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2493240.11   | 0.14%             | 2024-09-11      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51324 | PA      | $53299.32     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128M5V98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100443 | PA      | $105152.29    | 0.01%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                                           | OCP CLO 2017-13 Ltd                                                                           | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | US        |   3160000 | PA      | $3047399.72   | 0.17%             | 2030-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                           | OBX 2019-EXP3 Trust                                                                           | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401652 | PA      | $374327.25    | 0.02%             | 2059-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128NCBF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3712 | PA      | $3691.76      | 0.00%             | 2035-01-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31385XK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2251 | PA      | $2278.20      | 0.00%             | 2033-07-01      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-4                                                                | Carmax Auto Owner Trust 2020-4                                                                | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335000 | PA      | $1230711.54   | 0.07%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2019-2                                                                | Carmax Auto Owner Trust 2019-2                                                                | CUSIP: 14316LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540000 | PA      | $3492654.27   | 0.20%             | 2023-04-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                           | OBX 2020-EXP1 Trust                                                                           | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649700 | PA      | $564848.20    | 0.03%             | 2060-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-1 Trust                                                                             | PSMC 2021-1 Trust                                                                             | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3356807 | PA      | $2918688.37   | 0.17%             | 2028-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    230259 | PA      | $214966.13    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207641 | PA      | $203310.57    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                               | Park Aerospace Holdings Limited                                                               | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |    861000 | PA      | $850408.38    | 0.05%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                      | Roper Technologies, Inc.                                                                      | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    685000 | PA      | $613933.85    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-3                                                                | Carmax Auto Owner Trust 2022-3                                                                | CUSIP: 14318MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2360590.93   | 0.13%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                    | Carrier Global Corporation                                                                    | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    483000 | PA      | $454747.25    | 0.03%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    635693 | PA      | $522945.36    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3112203 | PA      | $2736609.41   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                                     | SMBC Aviation Capital Finance Designated Activity Company                                     | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1751026.42   | 0.10%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                  | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1428115.36   | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                                          | Galton Funding Mortgage Trust 2019-1                                                          | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82933 | PA      | $77887.10     | 0.00%             | 2032-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                      | Hyatt Hotels Corporation                                                                      | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1323527.52   | 0.08%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418MRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44517 | PA      | $45562.42     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    308582 | PA      | $318445.51    | 0.02%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                                 | Santander Drive Auto Receivables Trust 2021-4                                                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2435000 | PA      | $2254335.66   | 0.13%             | 2026-07-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                                      | Santander Retail Auto Lease Trust 2021-C                                                      | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510000 | PA      | $1394896.02   | 0.08%             | 2026-03-20      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                                           | JPMBB Commercial Mortgage Securities Trust 2014-C23                                           | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445000 | PA      | $2351801.73   | 0.13%             | 2024-09-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                            | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3841064.37   | 0.22%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KBK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    193752 | PA      | $192955.28    | 0.01%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1321261 | PA      | $1320391.11   | 0.07%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-1                                                 | Santander Drive Auto Receivables Trust 2022-1                                                 | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3490000 | PA      | $3328915.91   | 0.19%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc.                                                                    | Stellantis Finance US Inc.                                                                    | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1400782.39   | 0.08%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                               | Park Aerospace Holdings Limited                                                               | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1805471.34   | 0.10%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                                   | Parker-Hannifin Corporation                                                                   | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3685305.87   | 0.21%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KH36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    921742 | PA      | $921737.81    | 0.05%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2775475 | PA      | $2805995.73   | 0.16%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                                     | Sunoco Logistics Partners Operations L.P.                                                     | CUSIP: 86765BAL3<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224840.86    | 0.01%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOWD Point Mortgage Trust 2022-4                                                              | TOWD Point Mortgage Trust 2022-4                                                              | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4099393 | PA      | $3806682.92   | 0.22%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                                   | PeaceHealth                                                                                   | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    470000 | PA      | $421004.80    | 0.02%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                                | Penske Truck Leasing Co., L.P.                                                                | CUSIP: 709599BF0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3347418.00   | 0.19%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                               | Toyota Motor Credit Corporation                                                               | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3756605.10   | 0.21%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                              | GATX Corporation                                                                              | CUSIP: 361448AQ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747395.85    | 0.04%             | 2023-03-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                              | GATX Corporation                                                                              | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189711.00   | 0.07%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                              | Philip Morris International Inc.                                                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1326750.52   | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR6 Trust                                                          | Progress Residential 2022-SFR6 Trust                                                          | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2265000 | PA      | $2127517.22   | 0.12%             | 2027-07-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                      | Svenska Handelsbanken AB                                                                      | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1700651.13   | 0.10%             | 2024-06-11      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                                                       | Symphony CLO XXVI, Ltd.                                                                       | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290000 | PA      | $1252975.71   | 0.07%             | 2033-04-20      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1678492 | PA      | $1518322.50   | 0.09%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2211417.30   | 0.13%             | 2033-10-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                                  | U.S. Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3424004.32   | 0.19%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59565000 | PA      | $56261000.93  | 3.19%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                               | JDE Peet's N.V.                                                                               | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1152069.76   | 0.07%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                           | Kilroy Realty, L.P.                                                                           | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1457297.37   | 0.08%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99025000 | PA      | $95435343.75  | 5.42%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                             | Verus Securitization Trust 2021-1                                                             | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373406 | PA      | $297072.71    | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII, Ltd                                                               | Madison Park Funding XXIII, Ltd                                                               | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2005000 | PA      | $1950989.31   | 0.11%             | 2031-07-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                                  | VMware, Inc.                                                                                  | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1577895.71   | 0.09%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2481150.00   | 0.14%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                             | Volkswagen Group of America, Inc.                                                             | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    705000 | PA      | $699660.34    | 0.04%             | 2023-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                  | Wells Fargo Mortgage Backed Securities Trust                                                  | CUSIP: 949796AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171882 | PA      | $144300.52    | 0.01%             | 2040-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BCP Trust 2021-330N                                                                           | BCP Trust 2021-330N                                                                           | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1184152.88   | 0.07%             | 2023-06-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-CSMO                                                        | BX Commercial Mortgage Trust 2022-CSMO                                                        | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2205553.50   | 0.13%             | 2024-06-17      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2020-1                                                           | Drive Auto Receivables Trust 2020-1                                                           | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180079 | PA      | $179830.75    | 0.01%             | 2026-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                                    | Eni S.p.A.                                                                                    | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3889791.34   | 0.22%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31407AZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62886 | PA      | $62890.69     | 0.00%             | 2035-05-01      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31408DCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10892 | PA      | $10889.25     | 0.00%             | 2035-11-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31409C2R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64925 | PA      | $65699.93     | 0.00%             | 2036-02-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31409UBQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32369 | PA      | $32439.69     | 0.00%             | 2036-03-01      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140MSHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    971985 | PA      | $912761.70    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140N0DG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    980534 | PA      | $920790.72    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    884909 | PA      | $870600.38    | 0.05%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    168160 | PA      | $159727.21    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    496115 | PA      | $469416.85    | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63289 | PA      | $64687.41     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1363884.82   | 0.08%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                              | JNL Government Money Market Fund                                                              | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2584305 | NS      | $2584305.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXIII, Ltd                                                               | Madison Park Funding XXIII, Ltd                                                               | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3125000 | PA      | $3084790.63   | 0.18%             | 2031-07-28      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85095000 | PA      | $84842369.96  | 4.82%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                           | B.A.T. International Finance P.L.C.                                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3660723.28   | 0.21%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                                        | BIG Commercial Mortgage Trust 2022-BIG                                                        | CUSIP: 05551UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1788339.90   | 0.10%             | 2024-02-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                                          | BINOM Securitization Trust 2021-INV1                                                          | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781349 | PA      | $665008.59    | 0.04%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                                        | BX Commercial Mortgage Trust 2021-SOAR                                                        | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657445 | PA      | $1562267.59   | 0.09%             | 2023-06-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31407A7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72947 | PA      | $74361.06     | 0.00%             | 2035-06-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11668 | PA      | $11082.94     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25060 | PA      | $24868.30     | 0.00%             | 2035-05-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26528 | PA      | $26791.56     | 0.00%             | 2035-07-01      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410GD75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51962 | PA      | $52270.64     | 0.00%             | 2035-08-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands B.V.                                              | Mondelez International Holdings Netherlands B.V.                                              | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1809425.43   | 0.10%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                                           | Moody's Corporation                                                                           | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2215235.07   | 0.13%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-2                                                              | Towd Point Mortgage Trust 2017-2                                                              | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128041 | PA      | $124822.12    | 0.01%             | 2023-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-6                                                              | Towd Point Mortgage Trust 2017-6                                                              | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1460940 | PA      | $1373622.63   | 0.08%             | 2024-05-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                   | Equinor ASA                                                                                   | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3720013.90   | 0.21%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                       | Equitable Financial Life Global Funding                                                       | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3223176.70   | 0.18%             | 2023-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                          | Extended Stay America Trust 2021-ESH                                                          | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    732144 | PA      | $711196.14    | 0.04%             | 2023-07-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO, Ltd.                                                                           | Dryden 86 CLO, Ltd.                                                                           | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2592236.50   | 0.15%             | 2034-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570461.53    | 0.03%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128JLHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3887 | PA      | $3870.52      | 0.00%             | 2033-09-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128NGC29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    182174 | PA      | $185436.75    | 0.01%             | 2035-09-01      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4807169.09   | 0.27%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                                         | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1848685.36   | 0.10%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                             | Eversource Energy                                                                             | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3400853.49   | 0.19%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                                    | Exeter Automobile Receivables Trust 2021-3                                                    | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1305000 | PA      | $1184441.36   | 0.07%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 30711XEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1169626 | PA      | $1193105.50   | 0.07%             | 2027-01-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31349ULF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10249 | PA      | $10342.87     | 0.00%             | 2035-02-01      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128S4E60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     46217 | PA      | $45823.69     | 0.00%             | 2036-03-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128S4E78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22676 | PA      | $22682.51     | 0.00%             | 2035-10-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    333698 | PA      | $320769.77    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1030241 | PA      | $988642.20    | 0.06%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8070 | PA      | $8344.45      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31368HNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39905 | PA      | $41234.67     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31400QJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       873 | PA      | $869.93       | 0.00%             | 2033-03-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25426 | PA      | $25181.85     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5534 | PA      | $5481.87      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31371LM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5900 | PA      | $6045.18      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135897 | PA      | $126871.78    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    188777 | PA      | $184795.89    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    261799 | PA      | $254205.89    | 0.01%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12879 | PA      | $12760.96     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1311612.49   | 0.07%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $582905.59    | 0.03%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1777039.87   | 0.10%             | 2033-10-17      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III, LLC                                                            | LYB International Finance III, LLC                                                            | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1534884.18   | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138X3E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368101 | PA      | $355450.19    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2020-A                                                           | World Omni Select Auto Trust 2020-A                                                           | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1308741.16   | 0.07%             | 2026-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                        | Lowe`s Companies, Inc.                                                                        | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    680000 | PA      | $638815.78    | 0.04%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                        | Lowe`s Companies, Inc.                                                                        | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2812001.63   | 0.16%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                             | World Omni Auto Receivables Trust                                                             | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $861058.38    | 0.05%             | 2026-08-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                                        | MVW Owner Trust 2017-1                                                                        | CUSIP: 553896AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80360 | PA      | $74959.79     | 0.00%             | 2034-12-20      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                               | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4850999.33   | 0.28%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                                                   | United Airlines Pass Through Trust 2019-2AA                                                   | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    604333 | PA      | $520668.92    | 0.03%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2694551.40   | 0.15%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                             | Volkswagen Group of America, Inc.                                                             | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1589084.18   | 0.09%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| The Israel Electric Corporation Ltd.                                                          | The Israel Electric Corporation Ltd.                                                          | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2406718.40   | 0.14%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PCCW-HKT Capital No. 2 Limited                                                                | PCCW-HKT Capital No. 2 Limited                                                                | CUSIP: N/A<br>LEI: 254900H0XCXGQBS2GA24       | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3923905.00   | 0.22%             | 2025-04-02      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2022-FL8 Issuer, Ltd.                                                                   | BSPRT 2022-FL8 Issuer, Ltd.                                                                   | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3140334.93   | 0.18%             | 2037-02-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                          | BX Commercial Mortgage Trust 2019-XL                                                          | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402500 | PA      | $1378004.39   | 0.08%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2014-II-R, Ltd.                                                                  | CIFC Funding 2014-II-R, Ltd.                                                                  | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | US        |   1647046 | PA      | $1626199.48   | 0.09%             | 2030-04-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2020-INV1                                                                           | CIM Trust 2020-INV1                                                                           | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1341360 | PA      | $1077164.74   | 0.06%             | 2041-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2022-R3                                                                             | CIM Trust 2022-R3                                                                             | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4012508 | PA      | $3815760.55   | 0.22%             | 2062-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                               | COLT 2020-3 Mortgage Loan Trust                                                               | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151408 | PA      | $139003.15    | 0.01%             | 2065-04-27      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                                 | CSMC 2020-NET                                                                                 | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899134 | PA      | $807002.22    | 0.05%             | 2025-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                                 | CSMC 2020-NET                                                                                 | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1711270.25   | 0.10%             | 2025-08-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66443 | PA      | $66682.24     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260456 | PA      | $269239.55    | 0.02%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402DDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19880 | PA      | $20378.66     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25756 | PA      | $26727.90     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31406VHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10332 | PA      | $10349.09     | 0.00%             | 2035-05-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QPSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78852 | PA      | $74071.80     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31410KPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53389 | PA      | $55142.29     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                            | Royalty Pharma PLC                                                                            | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1843891.28   | 0.10%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                                              | Santander Consumer Auto Receivables Trust 2021-B                                              | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    890000 | PA      | $852390.11    | 0.05%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-A                                                      | Santander Retail Auto Lease Trust 2021-A                                                      | CUSIP: 80286TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4725000 | PA      | $4454323.65   | 0.25%             | 2024-04-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                                                 | Santander Drive Auto Receivables Trust 2020-4                                                 | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175857 | PA      | $1163686.04   | 0.07%             | 2024-09-16      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                                                          | Santander Bank, N.A.                                                                          | CUSIP: 80290CBF0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |   3550000 | PA      | $3550232.53   | 0.20%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                                | 7-Eleven, Inc.                                                                                | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1417367.67   | 0.08%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVII Ltd                                                                         | Symphony CLO XVII Ltd                                                                         | CUSIP: 87165UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2614682 | PA      | $2590269.01   | 0.15%             | 2028-04-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                                    | Exeter Automobile Receivables Trust 2022-3                                                    | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1914194.10   | 0.11%             | 2025-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                                    | Exeter Automobile Receivables Trust 2022-5                                                    | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4307238.62   | 0.24%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85167 | PA      | $85547.65     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-1                                                          | Galton Funding Mortgage Trust 2018-1                                                          | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167303 | PA      | $147426.96    | 0.01%             | 2033-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                                         | Galton Funding Mortgage Trust 2020-H1                                                         | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $847797.68    | 0.05%             | 2024-02-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2067842.76   | 0.12%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2463646.75   | 0.14%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                                           | NLT 2021-INV2 Trust                                                                           | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987273 | PA      | $786712.38    | 0.04%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                       | NTT Finance Corporation                                                                       | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    855000 | PA      | $841479.80    | 0.05%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                                           | OCP CLO 2017-13 Ltd                                                                           | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | US        |   4425000 | PA      | $4357788.68   | 0.25%             | 2030-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-7 Ltd                                                                            | OCP CLO 2014-7 Ltd                                                                            | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |   5638003 | PA      | $5571874.56   | 0.32%             | 2029-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                                          | SG Residential Mortgage Trust 2019-3                                                          | CUSIP: 78432BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479288 | PA      | $459833.07    | 0.03%             | 2059-09-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE 2021-FL3 Issuer Ltd                                                        | Shelter Growth CRE 2021-FL3 Issuer Ltd                                                        | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    890846 | PA      | $859187.74    | 0.05%             | 2036-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                  | The Sherwin-Williams Company                                                                  | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1841596.14   | 0.10%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                  | The Sherwin-Williams Company                                                                  | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666771.62    | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                                    | Starwood Mortgage Residential Trust 2021-4                                                    | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799262 | PA      | $2298355.44   | 0.13%             | 2056-08-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                                          | Galton Funding Mortgage Trust 2019-1                                                          | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167525 | PA      | $159742.31    | 0.01%             | 2032-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                                | NBN Co Limited                                                                                | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $3925470.87   | 0.22%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                       | NTT Finance Corporation                                                                       | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    755000 | PA      | $741135.71    | 0.04%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                           | NatWest Markets PLC                                                                           | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2898817.91   | 0.16%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                           | NatWest Markets PLC                                                                           | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1573187.52   | 0.09%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                           | NatWest Markets PLC                                                                           | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1167763.35   | 0.07%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                              | Navient Private Education Refi Loan Trust 2020-H                                              | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546435 | PA      | $484871.63    | 0.03%             | 2027-11-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-B                                                       | SMB Private Education Loan Trust 2020-B                                                       | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    573787 | PA      | $517656.47    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2019-2                                                 | Santander Drive Auto Receivables Trust 2019-2                                                 | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277629 | PA      | $275330.11    | 0.02%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-B                                                      | Santander Retail Auto Lease Trust 2020-B                                                      | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235000 | PA      | $1177907.68   | 0.07%             | 2025-10-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-1 Receivables Funding LLC                                               | Sierra Timeshare 2019-1 Receivables Funding LLC                                               | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237394 | PA      | $227633.97    | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-1                                                    | Starwood Mortgage Residential Trust 2020-1                                                    | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806799 | PA      | $732628.65    | 0.04%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                                    | Starwood Mortgage Residential Trust 2021-2                                                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720680 | PA      | $640147.72    | 0.04%             | 2023-05-25      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer