# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001752724-23-042292
**Filing Date:** 2023-2
**Character Count:** 357413
**Document Hash:** 8d79b2ea2404423939841fe5f29ebf93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042292.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042292

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212
- **IRS NUMBER:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 23672545

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Short-Term Bond Portfolio (Series ID: S000018233)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000050281 | Short-Term Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

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

- **b. EDGAR series identifier (if any):** S000018233

- **c. LEI of Series:** BEEDB5U9NNUVQYFFEL15

**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:** $383239674.08

**Total Liabilities:** $499927.04

**Net Assets:** $382739747.04

**Cash Not Reported:** $2005385.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1823.70000000 | **1-Year:** -28848.03000000 | **5-Year:** -22363.71000000 | **10-Year:** -6998.62000000 | **30-Year:** -2020.11000000

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

- **3-Month:** -14.15000000 | **1-Year:** -416.01000000 | **5-Year:** -181.31000000 | **10-Year:** -0.51000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050281 | -0.41%               | 1.02%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-261394.22              | $-2094411.75                               |
| Month 2  | $-956888.07              | $4334270.36                                |
| Month 3  | $-515483.50              | $723055.65                                 |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154125 | PA      | $151095.62    | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                              | Ford Credit Auto Lease Trust 2022-A                                              | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $988131.32    | 0.26%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    345000 | PA      | $331851.79    | 0.09%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-6                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264262 | PA      | $252013.57    | 0.07%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL                                  | Saudi Electricity Global Sukuk Co 2                                              | CUSIP: 000000000<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $792000.00    | 0.21%             | 2023-04-08      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136AE6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       855 | PA      | $848.23       | 0.00%             | 2023-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR6 Trust                                             | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $495455.36    | 0.13%             | 2039-07-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                  | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHN7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $421664.58    | 0.11%             | 2025-09-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69846 | PA      | $71326.35     | 0.02%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-H1                                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $230550.01    | 0.06%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                     | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $501009.92    | 0.13%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54954.08     | 0.01%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $716700.18    | 0.19%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $114658.80    | 0.03%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $372326.13    | 0.10%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468220.38    | 0.12%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929143 | PA      | $871570.73    | 0.23%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448AQ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358408.48    | 0.09%             | 2023-03-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                             | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575838 | PA      | $519710.92    | 0.14%             | 2038-08-15      | Floating      | 6.07%                 | 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        |    200000 | PA      | $172394.62    | 0.05%             | 2038-08-15      | Floating      | 6.22%                 | 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-O            | CORP              | US        |     45694 | PA      | $45148.53     | 0.01%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    815000 | PA      | $810133.98    | 0.21%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110206.39    | 0.03%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-4                                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674016 | PA      | $541280.17    | 0.14%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89065 | PA      | $82701.10     | 0.02%             | 2060-02-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                              | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577900 | PA      | $491042.95    | 0.13%             | 2051-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37697 | PA      | $35382.30     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    495000 | PA      | $466111.71    | 0.12%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    615000 | PA      | $531362.34    | 0.14%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34369.98     | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528351.27    | 0.14%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166880 | PA      | $125623.74    | 0.03%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1016190.15   | 0.27%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    199026 | PA      | $181331.75    | 0.05%             | 2041-12-16      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $247373.82    | 0.06%             | 2036-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122709 | PA      | $108836.00    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468775.26    | 0.12%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112478 | PA      | $108757.45    | 0.03%             | 2052-06-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223249 | PA      | $183020.01    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAG8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    420000 | PA      | $393813.97    | 0.10%             | 2024-06-11      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-5                                                | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84233 | PA      | $75161.90     | 0.02%             | 2065-05-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $474375.13    | 0.12%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344158.73    | 0.09%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $300684.62    | 0.08%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $445662.75    | 0.12%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303013.72    | 0.08%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                          | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $557038.78    | 0.15%             | 2057-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1230195.06   | 0.32%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471204.78    | 0.12%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    610000 | PA      | $596409.20    | 0.16%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2020-NET                                                                    | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200350 | PA      | $178959.76    | 0.05%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $752696.99    | 0.20%             | 2029-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347250.37    | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $351772.86    | 0.09%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                                       | Schlumberger Finance Canada Ltd                                                  | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $141966.97    | 0.04%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2013-300P Mortgage Trust                                                    | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $265894.72    | 0.07%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                  | Martin Marietta Materials Inc                                                    | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462752.37    | 0.12%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                | Elara HGV Timeshare Issuer 2019-A LLC                                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93069 | PA      | $86296.96     | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299069.16    | 0.08%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338864 | PA      | $276646.43    | 0.07%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $565451.06    | 0.15%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                     | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130741 | PA      | $108810.85    | 0.03%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134152.62    | 0.04%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $325509.11    | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26573 | PA      | $26509.94     | 0.01%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $371011.03    | 0.10%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                     | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAL1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1260717.91   | 0.33%             | 2031-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $362059.95    | 0.09%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                        | Cold Storage Trust 2020-ICE5                                                     | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953501 | PA      | $922975.52    | 0.24%             | 2037-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2019-C                                         | CUSIP: 98162RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $371389.81    | 0.10%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $968636.45    | 0.25%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                          | Triton Container International Ltd                                               | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    780000 | PA      | $752753.92    | 0.20%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41582 | PA      | $43234.14     | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | 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-O            | CORP              | US        |    250000 | PA      | $231337.60    | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    464874 | PA      | $461641.78    | 0.12%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293328.35    | 0.08%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504215 | PA      | $510494.91    | 0.13%             | 2042-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2020-1                                                 | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112953 | PA      | $110141.76    | 0.03%             | 2068-03-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                            | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401397.15    | 0.10%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1041582.25   | 0.27%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                  | Octane Receivables Trust 2022-1                                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $380081.92    | 0.10%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    421197 | PA      | $342429.67    | 0.09%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $989590.50    | 0.26%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372181 | PA      | $350705.28    | 0.09%             | 2038-06-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $427531.27    | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45043 | PA      | $42437.90     | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $882973.21    | 0.23%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                           | Deere & Co                                                                       | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187301.09    | 0.05%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $583421.80    | 0.15%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2019-INV2                                             | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131328 | PA      | $126657.60    | 0.03%             | 2059-07-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $207602.73    | 0.05%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195695 | PA      | $175891.15    | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                            | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107475.36    | 0.03%             | 2025-11-15      | Fixed         | 0.88%                 | 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-O            | CORP              | US        |    217500 | PA      | $216828.90    | 0.06%             | 2024-03-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-2                                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185501 | PA      | $154040.62    | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2022-GR1                                     | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953039 | PA      | $814736.82    | 0.21%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                          | Hardee's Funding LLC                                                             | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301612 | PA      | $283257.27    | 0.07%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164932 | PA      | $152237.92    | 0.04%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    715000 | PA      | $722605.02    | 0.19%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Loan Trust 2020-A                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290244 | PA      | $265029.73    | 0.07%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    680000 | PA      | $596216.74    | 0.16%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131449 | PA      | $126431.97    | 0.03%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                  | LeasePlan Corp NV                                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    805000 | PA      | $755283.77    | 0.20%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $242568.72    | 0.06%             | 2036-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $76671.46     | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2019-2 Receivables Funding LLC                                  | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153087 | PA      | $147500.07    | 0.04%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    260000 | PA      | $223096.34    | 0.06%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                              | Fortinet Inc                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $332604.33    | 0.09%             | 2026-03-15      | Fixed         | 1.00%                 | 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        |    474834 | PA      | $408927.38    | 0.11%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778997 | PA      | $749868.17    | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                          | RELX Capital Inc                                                                 | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268908.57    | 0.07%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                          | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    813875 | PA      | $762124.76    | 0.20%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                             | UWM Mortgage Trust 2021-INV5                                                     | CUSIP: 90355DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186711 | PA      | $159615.73    | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                       | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374941.62    | 0.10%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311747.12    | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                  | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246267.02    | 0.06%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                             | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $917315.97    | 0.24%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145744 | PA      | $147704.36    | 0.04%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57896 | PA      | $55191.63     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                             | Nordstrom Inc                                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79492.00     | 0.02%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2021-2                                              | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $410038.35    | 0.11%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $403960.12    | 0.11%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927529 | PA      | $753446.39    | 0.20%             | 2067-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                            | FirstKey Homes 2020-SFR1 Trust                                                   | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $960798.78    | 0.25%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $384804.68    | 0.10%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2020-PTB                                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940522 | PA      | $830718.10    | 0.22%             | 2054-09-15      | Fixed         | 1.60%                 | 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        |    225000 | PA      | $211074.03    | 0.06%             | 2039-02-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395382.23    | 0.10%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34478 | PA      | $32103.22     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    313975 | PA      | $306908.08    | 0.08%             | 2037-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-UBS5 Mortgage Trust                                                    | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $608259.08    | 0.16%             | 2047-09-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1325 | PA      | $1370.77      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    280000 | PA      | $260911.05    | 0.07%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                              | World Omni Select Auto Trust 2020-A                                              | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $291753.09    | 0.08%             | 2026-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214125 | PA      | $166590.80    | 0.04%             | 2066-09-27      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2022-1                                             | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588594 | PA      | $526290.53    | 0.14%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36491 | PA      | $35325.85     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2021-TY                                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $419950.85    | 0.11%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108890 | PA      | $107613.29    | 0.03%             | 2048-10-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                   | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $372187.71    | 0.10%             | 2036-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999677.99    | 0.26%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2019-MEAD                                         | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $405747.65    | 0.11%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                          | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    735000 | PA      | $742422.89    | 0.19%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129522 | PA      | $102407.85    | 0.03%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | Western Union Co/The                                                             | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1075914.39   | 0.28%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76324 | PA      | $62244.08     | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40092 | PA      | $40490.73     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2022-NQM4                                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793307 | PA      | $752722.69    | 0.20%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $290313.98    | 0.08%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194150 | PA      | $185465.50    | 0.05%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $891017.96    | 0.23%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301220.75    | 0.08%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $386675.27    | 0.10%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105073 | PA      | $94301.02     | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $257770.81    | 0.07%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269052.27    | 0.07%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215575 | PA      | $180591.70    | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                             | Sempra Energy                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    385000 | PA      | $369195.58    | 0.10%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63293 | PA      | $50089.99     | 0.01%             | 2066-02-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    640000 | PA      | $628067.36    | 0.16%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2021-B                                         | CUSIP: 80286DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $410889.56    | 0.11%             | 2025-11-20      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-D                                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211148 | PA      | $192298.88    | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                            | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166156 | PA      | $152640.14    | 0.04%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2020-4                                    | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250850 | PA      | $248323.76    | 0.06%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview MSR Opportunity Master Fund Trust 2021-INV5                              | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357379 | PA      | $307143.07    | 0.08%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645092.25    | 0.17%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $430709.07    | 0.11%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74297 | PA      | $71026.87     | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152649.91    | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18460 | PA      | $18056.76     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308373 | PA      | $285722.70    | 0.07%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $826183.66    | 0.22%             | 2026-04-22      | Fixed         | 2.08%                 | 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-O            | CORP              | US        |    195000 | PA      | $189965.37    | 0.05%             | 2025-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427581.42    | 0.11%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-2                                                 | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21914 | PA      | $21630.97     | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143246.12    | 0.04%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393888.53    | 0.10%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468572 | PA      | $449764.91    | 0.12%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530128.01    | 0.14%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-E                                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310917 | PA      | $292672.86    | 0.08%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306379 | PA      | $306025.72    | 0.08%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321300 | PA      | $338873.96    | 0.09%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853860 | PA      | $716457.48    | 0.19%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169969 | PA      | $163085.72    | 0.04%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56132 | PA      | $56279.85     | 0.01%             | 2024-08-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                   | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128734 | PA      | $110806.29    | 0.03%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    772000 | PA      | $760575.91    | 0.20%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDC6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1045000 | PA      | $1021307.59   | 0.27%             | 2034-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    685000 | PA      | $650495.08    | 0.17%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121178 | PA      | $118418.28    | 0.03%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    525000 | PA      | $486355.02    | 0.13%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    795000 | PA      | $700578.84    | 0.18%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $964890.60    | 0.25%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $555835.88    | 0.15%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust I LLC 2019-4                                            | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12110 | PA      | $12019.00     | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337000 | PA      | $338884.37    | 0.09%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    485000 | PA      | $453776.81    | 0.12%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $439450.30    | 0.11%             | 2033-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd           | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $606176.58    | 0.16%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $638433.50    | 0.17%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $544752.88    | 0.14%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-R2                                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187492 | PA      | $169954.78    | 0.04%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196825.15    | 0.05%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | CarMax Auto Owner Trust 2020-4                                                   | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $273802.86    | 0.07%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                   | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $523704.16    | 0.14%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232737.43    | 0.06%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137A0UA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62526 | PA      | $59873.90     | 0.02%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132585 | PA      | $138850.71    | 0.04%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403375.50    | 0.11%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -35 | NC      | $5965.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185080 | PA      | $184717.70    | 0.05%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $963918.25    | 0.25%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388447.72    | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2020-A                                         | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $315922.82    | 0.08%             | 2024-11-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541101.78    | 0.14%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                | PSMC 2021-1 Trust                                                                | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745549 | PA      | $641084.87    | 0.17%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $382121.82    | 0.10%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $267948.13    | 0.07%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309276.64    | 0.08%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280764.68    | 0.07%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $269436.69    | 0.07%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1851135.82   | 0.48%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                               | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167731.38    | 0.04%             | 2024-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $411733.66    | 0.11%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55382 | PA      | $51319.59     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $277450.52    | 0.07%             | 2033-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2020-2 Receivables Funding LLC                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85634 | PA      | $80753.57     | 0.02%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302287 | PA      | $298431.26    | 0.08%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227948.03    | 0.06%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $311315.26    | 0.08%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                 | Santander Consumer Auto Receivables Trust 2020-B                                 | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $626481.18    | 0.16%             | 2026-04-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11407 | PA      | $11406.17     | 0.00%             | 2030-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305618 | PA      | $283545.88    | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    435000 | PA      | $401837.99    | 0.10%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45202 | PA      | $44810.13     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191002.17    | 0.05%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                         | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    485000 | PA      | $475423.99    | 0.12%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $166026.77    | 0.04%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -45 | NC      | $13647.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196486 | PA      | $197706.92    | 0.05%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300437 | PA      | $299371.73    | 0.08%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2019-4                                                   | CUSIP: 14315WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $336170.10    | 0.09%             | 2025-07-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240601.56    | 0.06%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                    | AmerisourceBergen Corp                                                           | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461082.25    | 0.12%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $364386.86    | 0.10%             | 2023-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $413950.57    | 0.11%             | 2024-06-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224769 | PA      | $216198.63    | 0.06%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    875000 | PA      | $856143.81    | 0.22%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2020-A                                         | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $213787.31    | 0.06%             | 2026-08-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68007.54     | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7615000 | PA      | $7615297.44   | 1.99%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    530000 | PA      | $491020.73    | 0.13%             | 2024-11-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $577763.39    | 0.15%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47930 | PA      | $45506.77     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    560000 | PA      | $551968.16    | 0.14%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $550007.00    | 0.14%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    770000 | PA      | $710248.22    | 0.19%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    865000 | PA      | $863050.32    | 0.23%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    780000 | PA      | $778092.45    | 0.20%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114437 | PA      | $1023999.75   | 0.27%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                 | Kubota Credit Owner Trust 2020-1                                                 | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49452 | PA      | $49149.62     | 0.01%             | 2024-03-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2014-II-R Ltd                                                       | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    907860 | PA      | $896368.99    | 0.23%             | 2030-04-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $624539.42    | 0.16%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  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-O            | CORP              | US        |    212500 | PA      | $211781.69    | 0.06%             | 2024-03-20      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142944.70    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42682 | PA      | $42448.82     | 0.01%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227385 | PA      | $172346.33    | 0.05%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57429 | PA      | $58152.45     | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341667 | PA      | $331809.90    | 0.09%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-2                                  | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $509943.64    | 0.13%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229038 | PA      | $182658.80    | 0.05%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                            | CUSIP: 949796AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37502 | PA      | $30787.05     | 0.01%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51622 | PA      | $50085.33     | 0.01%             | 2058-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100184.62    | 0.03%             | 2026-08-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                              | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    241792 | PA      | $240357.71    | 0.06%             | 2034-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $631847.92    | 0.17%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                     | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $185897.83    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr         | GM Financial Consumer Automobile Receivables Trust 2020-4                        | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $206878.12    | 0.05%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2048411.05   | 0.54%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-5                                                  | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80343 | PA      | $71611.38     | 0.02%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778458 | PA      | $749369.66    | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108964 | PA      | $99883.13     | 0.03%             | 2050-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2021-HP1                                     | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296658 | PA      | $253608.28    | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $734232.65    | 0.19%             | 2030-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $420875.87    | 0.11%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                    | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    130000 | PA      | $122588.97    | 0.03%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-1 Mortgage Loan Trust                                                  | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271677 | PA      | $216300.84    | 0.06%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                       | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464991.88    | 0.12%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624611 | PA      | $542714.25    | 0.14%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    282390 | PA      | $281260.93    | 0.07%             | 2032-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11597 | PA      | $12112.36     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                              | AutoZone Inc                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227372.85    | 0.06%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                 | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253261.25    | 0.07%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218147 | PA      | $218831.48    | 0.06%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    505000 | PA      | $478081.12    | 0.12%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38371 | PA      | $38255.97     | 0.01%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72928 | PA      | $68239.79     | 0.02%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204924.77    | 0.05%             | 2023-02-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2020-2                                     | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $264499.28    | 0.07%             | 2024-07-22      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XXV Ltd                                                                | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $646199.90    | 0.17%             | 2032-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $860354.88    | 0.22%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376223.48    | 0.10%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                  | First American Financial Corp                                                    | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191784.79    | 0.05%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                        | Steel Dynamics Inc                                                               | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189977.80    | 0.05%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202ENN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42830 | PA      | $44557.92     | 0.01%             | 2037-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                     | KKR CLO 29 Ltd                                                                   | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $982299.93    | 0.26%             | 2032-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                          | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    450000 | PA      | $436618.68    | 0.11%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35837 | PA      | $37060.92     | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $518842.18    | 0.14%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2021-NQM1 Trust                                                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351246 | PA      | $273239.91    | 0.07%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153977.48    | 0.04%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2017-A                                              | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318016 | PA      | $313017.38    | 0.08%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    985000 | PA      | $973452.15    | 0.25%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140190 | PA      | $127522.78    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1116257.84   | 0.29%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $265346.94    | 0.07%             | 2024-02-16      | Fixed         | 2.15%                 | 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        |    285000 | PA      | $206133.00    | 0.05%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance 2021-INV3                                      | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409893 | PA      | $350410.89    | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                           | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $586580.19    | 0.15%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $350341.96    | 0.09%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EJ4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76360 | PA      | $79595.73     | 0.02%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12408 | PA      | $11812.30     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                     | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198974.84    | 0.05%             | 2023-02-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1007868.48   | 0.26%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $504681.15    | 0.13%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $969613.86    | 0.25%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                         | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436197.05    | 0.11%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                          | Kilroy Realty LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    180000 | PA      | $174485.56    | 0.05%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2021-NQM3                                        | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323003 | PA      | $289246.69    | 0.08%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2022-A                                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $302996.40    | 0.08%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331390.61    | 0.09%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206860 | PA      | $192138.22    | 0.05%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650145.36    | 0.17%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    445000 | PA      | $418848.05    | 0.11%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                                  | Energy Transfer LP                                                               | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174663.62    | 0.05%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    592421 | PA      | $574785.30    | 0.15%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $297212.61    | 0.08%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                  | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39472 | PA      | $38837.07     | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $999563.17    | 0.26%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    880000 | PA      | $843231.00    | 0.22%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $638121.77    | 0.17%             | 2023-11-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165746 | PA      | $162385.20    | 0.04%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $656263.03    | 0.17%             | 2023-03-03      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                      | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $730201.51    | 0.19%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $752025.68    | 0.20%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    303262 | PA      | $246940.84    | 0.06%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422573.78    | 0.11%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                   | Banco del Estado de Chile                                                        | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    260000 | PA      | $245016.92    | 0.06%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                  | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216786 | PA      | $162941.61    | 0.04%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $703917.50    | 0.18%             | 2031-07-27      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                                           | HCL America Inc                                                                  | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884210.22    | 0.23%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $675773.33    | 0.18%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533317.28    | 0.14%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                            | SLIDE 2018-FUN                                                                   | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349993 | PA      | $343682.14    | 0.09%             | 2031-06-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $523057.66    | 0.14%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                 | Santander Consumer Auto Receivables Trust 2021-A                                 | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $406513.44    | 0.11%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325922.76    | 0.09%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193174 | PA      | $164870.53    | 0.04%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1104050.50   | 0.29%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171778 | PA      | $129859.54    | 0.03%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54764 | PA      | $51284.56     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-3                                                  | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227286 | PA      | $186658.57    | 0.05%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44581 | PA      | $46253.96     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $591461.11    | 0.15%             | 2034-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage                                                                   | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    280000 | PA      | $278021.40    | 0.07%             | 2024-04-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BCP Trust                                                 | BCP Trust 2021-330N                                                              | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $270814.67    | 0.07%             | 2038-06-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                | Elara HGV Timeshare Issuer 2017-A LLC                                            | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34806 | PA      | $33314.20     | 0.01%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1022885.96   | 0.27%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137AT2Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199732 | PA      | $190453.07    | 0.05%             | 2027-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |    770000 | PA      | $725738.09    | 0.19%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544253.83    | 0.14%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $254661.66    | 0.07%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20640 | PA      | $19642.58     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $956796.17    | 0.25%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $182851.61    | 0.05%             | 2025-04-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156519 | PA      | $137565.88    | 0.04%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $318825.20    | 0.08%             | 2047-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117343 | PA      | $98620.82     | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-4                                    | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $947344.76    | 0.25%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $444886.66    | 0.12%             | 2036-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XVI Ltd                                                                | CUSIP: 55953RAL5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |    714279 | PA      | $708813.85    | 0.19%             | 2028-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAG2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1132876.32   | 0.30%             | 2023-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X4T22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20503 | PA      | $20558.60     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $504254.38    | 0.13%             | 2033-10-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $935422.85    | 0.24%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2013-375P                                    | CUSIP: 17320QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $403138.43    | 0.11%             | 2035-05-10      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55935 | PA      | $53933.51     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                  | Pioneer Natural Resources Co                                                     | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344236.18    | 0.09%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715267 | PA      | $613257.92    | 0.16%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                     | ARI Fleet Lease Trust 2020-A                                                     | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $343390.23    | 0.09%             | 2028-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                       | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5956 | PA      | $5915.75      | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260046.71    | 0.07%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78426 | PA      | $77520.25     | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                           | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123666.60    | 0.03%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97896 | PA      | $101263.67    | 0.03%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    620000 | PA      | $602854.66    | 0.16%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $124449.11    | 0.03%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Securitization Trust 2021-INV1                                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200443 | PA      | $173495.09    | 0.05%             | 2056-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $723860.32    | 0.19%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202D4N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204972 | PA      | $209209.56    | 0.05%             | 2034-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                    | Cox Communications Inc                                                           | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $984499.45    | 0.26%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77909 | PA      | $66347.85     | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2018-GW                                                                 | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $1067445.20   | 0.28%             | 2035-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    780000 | PA      | $716508.13    | 0.19%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                  | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    560000 | PA      | $518537.72    | 0.14%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                                  | FWD Securitization Trust 2020-INV1                                               | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2970 | PA      | $2640.03      | 0.00%             | 2050-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $364580.23    | 0.10%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                      | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255904 | PA      | $252749.07    | 0.07%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    405000 | PA      | $394243.23    | 0.10%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-INV1                                    | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300127 | PA      | $256573.27    | 0.07%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445924.74    | 0.12%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1077748.39   | 0.28%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350470 | PA      | $347921.69    | 0.09%             | 2030-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99136 | PA      | $80070.78     | 0.02%             | 2066-01-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE15 Mortgage Trust                                                  | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $420587.54    | 0.11%             | 2047-02-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198402.21    | 0.05%             | 2023-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1056650.80   | 0.28%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108300.66    | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236157 | PA      | $232076.93    | 0.06%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2022-B                            | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260710 | PA      | $259189.53    | 0.07%             | 2032-08-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-1                                    | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $845479.00    | 0.22%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    605980 | PA      | $602950.01    | 0.16%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1008562.85   | 0.26%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58508 | PA      | $55673.35     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362703 | PA      | $306334.28    | 0.08%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd           | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $448167.65    | 0.12%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    610000 | PA      | $525012.20    | 0.14%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90227 | PA      | $71569.20     | 0.02%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $522003.37    | 0.14%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| CK HUTCH INTL 17 II LTD                                   | CK Hutchison International 17 II Ltd                                             | CUSIP: 000000000<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $646464.33    | 0.17%             | 2023-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    643000 | PA      | $641230.19    | 0.17%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $960139.39    | 0.25%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31399 | PA      | $31541.87     | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $405174.61    | 0.11%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3318 | PA      | $3126.48      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14570000 | PA      | $13767511.79  | 3.60%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141447 | PA      | $123744.66    | 0.03%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      3378 | PA      | $3286.44      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    485000 | PA      | $481814.28    | 0.13%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22015 | PA      | $20990.09     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464089.85    | 0.12%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $575413.28    | 0.15%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $527323.48    | 0.14%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165517 | PA      | $157625.45    | 0.04%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2020-NET                                                                    | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $392461.61    | 0.10%             | 2037-08-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953347 | PA      | $891546.52    | 0.23%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31416BQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40728 | PA      | $42028.48     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2019-1 Receivables Funding LLC                                  | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45653 | PA      | $43883.72     | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $352152.49    | 0.09%             | 2026-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                   | QVC Inc                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    775000 | PA      | $716875.00    | 0.19%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    985000 | PA      | $915229.17    | 0.24%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646238 | PA      | $576749.31    | 0.15%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $547938.18    | 0.14%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Oceanview Mortgage Trust 2022-INV1                                               | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449332 | PA      | $384126.30    | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558124.19    | 0.15%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66871 | PA      | $60015.45     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1570000 | PA      | $1483650.00   | 0.39%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380563.18    | 0.10%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $553922.46    | 0.14%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    365000 | PA      | $359365.14    | 0.09%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466364 | PA      | $404383.92    | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157538.82    | 0.04%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217271.14    | 0.06%             | 2023-05-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2020-A                                            | CUSIP: 44891LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135673 | PA      | $133795.05    | 0.03%             | 2024-11-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                            | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157500 | PA      | $149443.72    | 0.04%             | 2037-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                      | Kansas City Southern/Old                                                         | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    565000 | PA      | $560017.62    | 0.15%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79684 | PA      | $69215.38     | 0.02%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $378080.41    | 0.10%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                            | Finance of America HECM Buyout 2022-HB2                                          | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909927 | PA      | $891366.06    | 0.23%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    160000 | PA      | $140716.53    | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-3                                                  | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59316 | PA      | $53093.22     | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372263.14    | 0.10%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395000 | PA      | $387287.27    | 0.10%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 26 Ltd                                        | CUSIP: 64131QAL4<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $480541.38    | 0.13%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $315299.60    | 0.08%             | 2023-04-24      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7308.08      | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88091 | PA      | $82686.13     | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34075 | PA      | $33501.87     | 0.01%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $968409.57    | 0.25%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293948.43    | 0.08%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253671 | PA      | $228589.22    | 0.06%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2022-B                                         | CUSIP: 80287UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144422.99    | 0.04%             | 2027-03-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450528.29    | 0.12%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | CUSIP: 61772LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147773 | PA      | $126698.11    | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    740263 | PA      | $730794.56    | 0.19%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2020-2                                             | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112403 | PA      | $97399.56     | 0.03%             | 2065-05-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1133 | PA      | $1159.22      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149666 | PA      | $138091.35    | 0.04%             | 2060-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $404987.79    | 0.11%             | 2033-10-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    430000 | PA      | $409890.24    | 0.11%             | 2024-01-07      | Fixed         | 0.40%                 | 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-O            | CORP              | US        |    340000 | PA      | $328500.62    | 0.09%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                 | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $500612.51    | 0.13%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235596.31    | 0.06%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236991.39    | 0.06%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                   | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    580000 | PA      | $538262.49    | 0.14%             | 2024-12-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-1                                       | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $659400.31    | 0.17%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $791054.06    | 0.21%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21790 | PA      | $22563.53     | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2020-SFR2 Trust                                             | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154809 | PA      | $142227.68    | 0.04%             | 2037-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131653 | PA      | $105255.62    | 0.03%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       571 | PA      | $532.29       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    565000 | PA      | $555296.80    | 0.15%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $400125.62    | 0.10%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169557.09    | 0.04%             | 2023-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                           | PerkinElmer Inc                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    745000 | PA      | $690379.88    | 0.18%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87280 | PA      | $81579.35     | 0.02%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    960000 | PA      | $953290.40    | 0.25%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2019-2                                                   | CUSIP: 14316LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $450570.89    | 0.12%             | 2024-12-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94682.81     | 0.02%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340213.53    | 0.09%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $585222.86    | 0.15%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    220000 | PA      | $211541.00    | 0.06%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 32 Ltd                                        | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    955000 | PA      | $934148.05    | 0.24%             | 2032-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2020-INV1                                                              | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299876 | PA      | $247644.79    | 0.06%             | 2050-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205365.73    | 0.05%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31995 | PA      | $31292.86     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22740 | PA      | $23428.17     | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179989.27    | 0.05%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52117 | PA      | $48041.37     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37126 | PA      | $34847.93     | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2020-3                                    | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $316375.65    | 0.08%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159415.06    | 0.04%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                             | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92851.48     | 0.02%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2021-GR2                                     | CUSIP: 36262JAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346111 | PA      | $295884.68    | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592594 | PA      | $505214.12    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345000.00    | 0.09%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $352193.14    | 0.09%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    455000 | PA      | $451231.13    | 0.12%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                         | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    695000 | PA      | $681102.38    | 0.18%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3821 | PA      | $3738.35      | 0.00%             | 2044-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $539475.77    | 0.14%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                           | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $563989.05    | 0.15%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64844.74     | 0.02%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585773.26    | 0.15%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    430000 | PA      | $425188.95    | 0.11%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    930000 | PA      | $858028.48    | 0.22%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                           | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $312548.57    | 0.08%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11036 | PA      | $11443.16     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2022-3                                     | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $571432.56    | 0.15%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235138.90    | 0.06%             | 2029-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    685000 | PA      | $606263.96    | 0.16%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    280000 | PA      | $237797.90    | 0.06%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                   | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $348668.42    | 0.09%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                           | Barings CLO Ltd 2013-I                                                           | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |    480619 | PA      | $477337.20    | 0.12%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $367424.01    | 0.10%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    485000 | PA      | $448505.85    | 0.12%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243515.60    | 0.06%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2020-1                                                   | CUSIP: 14315XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $414999.36    | 0.11%             | 2025-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296325.39    | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                            | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116250 | PA      | $109501.35    | 0.03%             | 2037-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2019-EXP2 Trust                                                              | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66547 | PA      | $63421.60     | 0.02%             | 2059-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1177458 | PA      | $1033350.42   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102310 | PA      | $98035.64     | 0.03%             | 2059-09-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-INV2                                    | CUSIP: 64831GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862061 | PA      | $736961.35    | 0.19%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                          | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56856 | PA      | $47403.30     | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2019-3                                  | CUSIP: 03066NAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23993 | PA      | $23958.56     | 0.01%             | 2025-07-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                           | BDO Unibank Inc                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |    800000 | PA      | $792000.00    | 0.21%             | 2023-03-06      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    215000 | PA      | $184977.35    | 0.05%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO Ltd                                   | Symphony Static CLO I Ltd                                                        | CUSIP: 87190TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $787383.90    | 0.21%             | 2029-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $332755.60    | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139449.79    | 0.04%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                               | Daimler Trucks Retail Trust 2020-1                                               | CUSIP: 233854AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772163 | PA      | $769151.70    | 0.20%             | 2027-06-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    131214 | PA      | $125606.19    | 0.03%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12593 | PA      | $11982.60     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22594 | PA      | $20827.18     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119739 | PA      | $119820.91    | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22317 | PA      | $21834.85     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Orleans Hotel Trust                                   | New Orleans Hotel Trust 2019-HNLA                                                | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606569 | PA      | $571915.83    | 0.15%             | 2032-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2019-3 LLC                                            | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10071 | PA      | $10051.54     | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $217440.68    | 0.06%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139514 | PA      | $114103.83    | 0.03%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    305000 | PA      | $289732.67    | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2021-A                                         | CUSIP: 80286TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $971442.96    | 0.25%             | 2026-03-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    865000 | PA      | $839847.53    | 0.22%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2020-1                                              | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43038 | PA      | $42983.91     | 0.01%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857156 | PA      | $743757.63    | 0.19%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $338678.31    | 0.09%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM2                                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271425 | PA      | $204126.54    | 0.05%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                         | Santander Retail Auto Lease Trust 2021-C                                         | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $337733.59    | 0.09%             | 2026-03-20      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                           | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103035.72    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536200.93    | 0.14%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    690000 | PA      | $674265.43    | 0.18%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer                       | BRE Grand Islander Timeshare Issuer 2019-A LLC                                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114220 | PA      | $107272.84    | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230691.52    | 0.06%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1178595.79   | 0.31%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225986.24    | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       373 | NC      | $55479.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14031 | PA      | $13178.69     | 0.00%             | 2034-12-20      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | CUSIP: 05493LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $396231.93    | 0.10%             | 2038-09-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust                             | GCT Commercial Mortgage Trust 2021-GCT                                           | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $310833.84    | 0.08%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359657.58    | 0.09%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                  | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $94106.07     | 0.02%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84297 | PA      | $80547.67     | 0.02%             | 2059-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -115 | NC      | $-1960.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER MEXICO                                    | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $791600.00    | 0.21%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636785.43    | 0.17%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510098 | PA      | $459391.27    | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48512 | PA      | $46059.67     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $607607.44    | 0.16%             | 2025-02-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                        | Diageo Capital PLC                                                               | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275070.96    | 0.07%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $567220.11    | 0.15%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                | NLT 2021-INV2 Trust                                                              | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238591 | PA      | $184609.33    | 0.05%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-1                                                | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79808 | PA      | $75132.78     | 0.02%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                     | Jackson Financial Inc                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    620000 | PA      | $596968.66    | 0.16%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                            | Brunswick Corp/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    685000 | PA      | $632866.06    | 0.17%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266886 | PA      | $262466.91    | 0.07%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44981 | PA      | $39941.09     | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | Comm 2014-UBS2 Mortgage Trust                                                    | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $463013.81    | 0.12%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518852.85    | 0.14%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105277 | PA      | $96412.19     | 0.03%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15876 | PA      | $15348.46     | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                            | Home Partners of America 2022-1 Trust                                            | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394370 | PA      | $369773.84    | 0.10%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1492 | PA      | $1556.78      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1335000 | PA      | $1253830.88   | 0.33%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $361325.30    | 0.09%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $821377.57    | 0.21%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $1010554.98   | 0.26%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-4                                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $289060.03    | 0.08%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    515000 | PA      | $507148.67    | 0.13%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93740 | PA      | $89032.77     | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                               | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    600000 | PA      | $587462.48    | 0.15%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                               | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247660.81    | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187902 | PA      | $174219.69    | 0.05%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56445 | PA      | $56341.76     | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $304015.45    | 0.08%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                    | Skyworks Solutions Inc                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171538.19    | 0.04%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                            | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $630098.30    | 0.16%             | 2036-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84839 | PA      | $82657.98     | 0.02%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523610.59    | 0.14%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2021-J1 Trust                                                                | CUSIP: 67113XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516524 | PA      | $442859.33    | 0.12%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377408.73    | 0.10%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $247618.90    | 0.06%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $572214.62    | 0.15%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129960 | PA      | $114648.14    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                           | PerkinElmer Inc                                                                  | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377778.44    | 0.10%             | 2023-09-15      | Fixed         | 0.55%                 | 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        |    318750 | PA      | $313131.23    | 0.08%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181793 | PA      | $171257.79    | 0.04%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    845000 | PA      | $779785.89    | 0.20%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                           | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176720 | PA      | $168075.48    | 0.04%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205491.20    | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195472.71    | 0.05%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                              | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $224170.78    | 0.06%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    445000 | PA      | $409627.74    | 0.11%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205408.79    | 0.05%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                       | LSEGA Financing PLC                                                              | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $718124.36    | 0.19%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2019-3 Receivables Funding LLC                                  | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364562 | PA      | $344528.80    | 0.09%             | 2036-08-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33174 | PA      | $31348.44     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247371.58    | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1540000 | PA      | $1523949.57   | 0.40%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162877 | PA      | $166363.85    | 0.04%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    520000 | PA      | $516019.56    | 0.13%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1282517.61   | 0.34%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    975000 | PA      | $920275.25    | 0.24%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    195731 | PA      | $187038.77    | 0.05%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2020-A                                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257600 | PA      | $242007.96    | 0.06%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47858 | PA      | $44078.41     | 0.01%             | 2050-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63103 | PA      | $56387.39     | 0.01%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $474352.24    | 0.12%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23312 | PA      | $22819.84     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583520.28    | 0.15%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK24                                                                  | CUSIP: 06540VAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78839 | PA      | $76683.07     | 0.02%             | 2062-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                   | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $708889.96    | 0.19%             | 2036-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    505000 | PA      | $490995.12    | 0.13%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    200000 | PA      | $193841.24    | 0.05%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48293 | PA      | $40995.59     | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                     | KKR CLO 13 Ltd                                                                   | CUSIP: 48250VAU1<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |    194531 | PA      | $193074.45    | 0.05%             | 2028-01-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    565000 | PA      | $540791.33    | 0.14%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                        | Galton Funding Mortgage Trust 2017-1                                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32090 | PA      | $28417.92     | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446981.58    | 0.12%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                          | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    955000 | PA      | $941642.75    | 0.25%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                   | Alexander Funding Trust                                                          | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $507714.45    | 0.13%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286085 | PA      | $234814.37    | 0.06%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2022-6                                                | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240074 | PA      | $228831.53    | 0.06%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580819.20    | 0.15%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2021-4                                    | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $414472.82    | 0.11%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                            | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121719 | PA      | $110844.95    | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196386.25    | 0.05%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3538 | PA      | $3659.00      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                              | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509583.07    | 0.13%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2017-SC02                                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23343 | PA      | $22691.37     | 0.01%             | 2047-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181992.35    | 0.05%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732005 | PA      | $649908.87    | 0.17%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables 2020-A Owner Trust                                       | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69576 | PA      | $68630.52     | 0.02%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $251209.46    | 0.07%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $232902.65    | 0.06%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193130.19    | 0.05%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-3                                       | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $186312.06    | 0.05%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                         | Hyatt Hotels Corp                                                                | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315917.80    | 0.08%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34596 | PA      | $32198.60     | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17985000 | PA      | $17342879.39  | 4.53%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82067 | PA      | $65580.21     | 0.02%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342425.83    | 0.09%             | 2027-04-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $993680.17    | 0.26%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1123777.66   | 0.29%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197889.61    | 0.05%             | 2023-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2019-INV2                                             | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98071 | PA      | $94582.56     | 0.02%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497690.50    | 0.13%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2019-A                                            | CUSIP: 44932NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $324089.48    | 0.08%             | 2025-05-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2013-375P                                    | CUSIP: 17320QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $234829.60    | 0.06%             | 2035-05-10      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615278.73    | 0.16%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE                                        | Shelter Growth CRE Issuer Ltd                                                    | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    214700 | PA      | $207070.42    | 0.05%             | 2036-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13349 | PA      | $13629.19     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    485000 | PA      | $441134.53    | 0.12%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411016 | PA      | $414645.52    | 0.11%             | 2042-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647315 | PA      | $654914.98    | 0.17%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100527 | PA      | $83775.98     | 0.02%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                               | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                         | CUSIP: 542691DP2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    160000 | PA      | $158966.42    | 0.04%             | 2023-03-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                        | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    815000 | PA      | $787447.57    | 0.21%             | 2037-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    505000 | PA      | $495916.06    | 0.13%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                  | Octane Receivables Trust 2021-2                                                  | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230550 | PA      | $219160.42    | 0.06%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9435000 | PA      | $9491757.37   | 2.48%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $511748.74    | 0.13%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40166 | PA      | $39702.18     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $258574.11    | 0.07%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                          | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    225000 | PA      | $213702.49    | 0.06%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP3 Trust                                                              | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169998 | PA      | $147318.06    | 0.04%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2292154.86   | 0.60%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214142 | PA      | $214272.82    | 0.06%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $241582.26    | 0.06%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182483.66    | 0.05%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $301770.07    | 0.08%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    405000 | PA      | $392424.40    | 0.10%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1138500 | PA      | $1118676.44   | 0.29%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-INV1                                             | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56400 | PA      | $53923.55     | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $475682.10    | 0.12%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2020-2                                                | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107640 | PA      | $103229.44    | 0.03%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                           | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191325.62    | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $307448.03    | 0.08%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1346072.09   | 0.35%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96608 | PA      | $94535.18     | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1680000 | PA      | $1667339.62   | 0.44%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210884 | PA      | $207986.99    | 0.05%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                                    | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209834 | PA      | $188547.33    | 0.05%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11668 | PA      | $11048.28     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24296 | PA      | $23067.63     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-3                                  | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $230126.47    | 0.06%             | 2026-08-18      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                  | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    397000 | PA      | $390147.08    | 0.10%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21785 | PA      | $20732.03     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                 | Aetna Inc                                                                        | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272104.73    | 0.07%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    672264 | PA      | $670181.24    | 0.18%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $528308.39    | 0.14%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1165000 | PA      | $1124892.67   | 0.29%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37693 | PA      | $35195.51     | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170545 | PA      | $167408.55    | 0.04%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $400033.52    | 0.10%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 19 LTD                                       | HPHT Finance 19 Ltd                                                              | CUSIP: 000000000<br>LEI: 254900U58MWSWY66P584 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1145337.32   | 0.30%             | 2024-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                   | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $241805.08    | 0.06%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564824 | PA      | $434434.36    | 0.11%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112523.32    | 0.03%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $395720.49    | 0.10%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $707055.38    | 0.18%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    665000 | PA      | $630547.71    | 0.16%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                              | World Omni Select Auto Trust 2020-A                                              | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $261317.64    | 0.07%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155414 | PA      | $160454.87    | 0.04%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2017-A                                              | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69396 | PA      | $67788.38     | 0.02%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136A2GS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36162 | PA      | $35008.77     | 0.01%             | 2026-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                               | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    580000 | PA      | $576410.17    | 0.15%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560550 | PA      | $475441.06    | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                     | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $286966.96    | 0.07%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053559 | PA      | $956414.61    | 0.25%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    860000 | PA      | $840054.95    | 0.22%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC                                   | Trinity Acquisition PLC                                                          | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198934.90    | 0.05%             | 2023-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $396578.75    | 0.10%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35709 | PA      | $33368.32     | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366876 | PA      | $351112.14    | 0.09%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56021 | PA      | $54523.95     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                       | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144248.73    | 0.04%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190321.40    | 0.05%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    590000 | PA      | $578175.99    | 0.15%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20960000 | PA      | $20900231.30  | 5.46%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2018-CH4                                                  | CUSIP: 81747LAB7<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |      2765 | PA      | $2737.00      | 0.00%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $605474.43    | 0.16%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322282.20    | 0.08%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444054 | PA      | $406535.32    | 0.11%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2020-1                                                   | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $182780.13    | 0.05%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    695000 | PA      | $666403.15    | 0.17%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                   | KT Corp                                                                          | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1020000 | PA      | $992284.45    | 0.26%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Wholsale Mortgage LLC                              | UWM Mortgage Trust 2021-INV2                                                     | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160595 | PA      | $138228.62    | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540621.64    | 0.14%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $309643.71    | 0.08%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165774.88    | 0.04%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $280708.38    | 0.07%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EMZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18766 | PA      | $18554.84     | 0.00%             | 2024-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                    | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1136767.50   | 0.30%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12756 | PA      | $12320.87     | 0.00%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164283.70    | 0.04%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $6745.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441034.40    | 0.12%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                     | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    805000 | PA      | $797344.06    | 0.21%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                              | METLIFE SECURITIZATION TRUST                                                     | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83356 | PA      | $77818.75     | 0.02%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                       | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534020.69    | 0.14%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    590000 | PA      | $553921.00    | 0.14%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                  | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $445745.75    | 0.12%             | 2031-07-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1391318.02   | 0.36%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772819.50    | 0.20%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                                             | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308780.50    | 0.08%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394252.38    | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    880000 | PA      | $821531.94    | 0.21%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2016-C                                          | CUSIP: 78449KAC4<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |    176903 | PA      | $176204.38    | 0.05%             | 2034-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                          | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    905000 | PA      | $887014.20    | 0.23%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1415377.02   | 0.37%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2290 | PA      | $2368.16      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    965000 | PA      | $914004.51    | 0.24%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380699.14    | 0.10%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $265766.73    | 0.07%             | 2033-04-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                             | ArcelorMittal SA                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $218037.42    | 0.06%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    433000 | PA      | $407626.20    | 0.11%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4365 | PA      | $4154.05      | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $176274.03    | 0.05%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    610000 | PA      | $592863.41    | 0.15%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                       | CNH Equipment Trust 2020-A                                                       | CUSIP: 12597PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $247135.64    | 0.06%             | 2027-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                             | Credicorp Ltd                                                                    | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $186812.00    | 0.05%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307160.36    | 0.08%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Phillip Rinzel

**Name of Signer:** Phillip Rinzel

**Title:** Controller and Chief Accounting Officer