# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016955
**Filing Date:** 2023-1
**Character Count:** 2232781
**Document Hash:** ecb5e2f25b9a293ff49d90089772975b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016955.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564345

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT CORE FIXED INCOME (Series ID: S000006766)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000018355 | SIIT CORE FIXED INCOME - CLASS A | SCOAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT CORE FIXED INCOME FUND

- **b. EDGAR series identifier (if any):** S000006766

- **c. LEI of Series:** SXK83A75E34T00QJ6S37

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

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

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8982475965.52

**Total Liabilities:** $1271866768.79

**Net Assets:** $7710609196.73

**Cash Not Reported:** $2673893.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14685.99449951 | **1-Year:** -375635.46955278 | **5-Year:** -1016339.63157169 | **10-Year:** -1503811.71816379 | **30-Year:** -627946.10871961

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

- **3-Month:** -2062.39508719 | **1-Year:** -53440.19717265 | **5-Year:** -132621.20148817 | **10-Year:** -155915.36124844 | **30-Year:** -39519.52914242

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018355 | 3.95%                | -1.44%               | -4.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-52339152.42            | $312140894.40                              |
| Month 2  | $-91299933.55            | $-39709075.61                              |
| Month 3  | $-61267282.51            | $-318807231.35                             |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 4.500000% 04/15/2030                                               | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311344.98     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                               | HF SINCLAIR CORP 5.875000% 04/01/2026                                             | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1272985.01    | 0.02%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC4818                                                        | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     271748 | PA      | $234498.24     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                              | COX COMMUNICATIONS INC 144A 2.600000% 06/15/2031                                  | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1330373.02    | 0.02%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                                      | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |    4308000 | PA      | $4083558.28    | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     215000 | PA      | $180722.18     | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                    | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     820000 | PA      | $655169.18     | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2017-M7 A2                                                    | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     629502 | PA      | $595057.28     | 0.01%             | 2027-02-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8205                                                        | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   12102419 | PA      | $10361138.07   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                              | TSMC ARIZONA CORP 1.750000% 10/25/2026                                            | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |    2560000 | PA      | $2273822.90    | 0.03%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN5386                                                         | CUSIP: 3138LH6Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     117223 | PA      | $110463.92     | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO2325                                                         | CUSIP: 3140JWSP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     457107 | PA      | $422663.82     | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                              | GOLDEN CREDIT CARD TRUST GCCT 2022-4A A                                           | CUSIP: 380881FP2<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    4870000 | PA      | $4782604.93    | 0.06%             | 2027-09-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC STRIPS FHS 353 S1                                                     | CUSIP: 31325WSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     503800 | PA      | $46690.47      | 0.00%             | 2046-12-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                        | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 A2                 | CUSIP: 35105JAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1073437 | PA      | $1051305.89    | 0.01%             | 2025-09-15      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE II SRL                                                                              | GLOBAL SC FINANCE II SRL SEACO 2014-1A A2                                         | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |     456100 | PA      | $440968.42     | 0.01%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1396914.03    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1056457.50    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.                                                      | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2005-PWR8 X1              | CUSIP: 07383F6S2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2012 | PA      | $2.16          | 0.00%             | 2041-06-11      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC 3.125000% 03/24/2031                                       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     320000 | PA      | $269292.38     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     170000 | PA      | $158728.94     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                               | MACQUARIE GROUP LTD 144A 4.442000% 06/21/2033                                     | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    1085000 | PA      | $942069.70     | 0.01%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB3386                                                         | CUSIP: 3140QNXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     193785 | PA      | $181343.79     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM3799                                                         | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      42612 | PA      | $38521.85      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1519 X1                 | CUSIP: 3137F8TU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   15919394 | PA      | $801197.61     | 0.01%             | 2035-12-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6342                                                      | CUSIP: 36179VBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     220912 | PA      | $222979.29     | 0.00%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                        | SMRT 2022-MINI SMRT 2022-MINI A                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5430000 | PA      | $5208781.26    | 0.07%             | 2039-01-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                                     | T-MOBILE US TRUST 2022-1 TMUST 2022-1A A                                          | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3010000 | PA      | $2998773.90    | 0.04%             | 2028-05-22      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.970000% 03/05/2029                                     | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1653431.75    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-28 B                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       4261 | PA      | $4337.87       | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 934648                                                         | CUSIP: 31412TZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      14372 | PA      | $15580.71      | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB3833                                                         | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     682036 | PA      | $605537.69     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                      | HEALTHCARE REALTY HOLDINGS LP 3.875000% 05/01/2025                                | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1382988.73    | 0.02%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                                      | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                             | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    1390000 | PA      | $1047643.00    | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 3.347000% 10/01/2029                                          | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $891546.56     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     280000 | PA      | $197966.22     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                              | SYNCHRONY CARD FUNDING LLC SYNIT 2022-A1 A                                        | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2821000 | PA      | $2717671.28    | 0.04%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 622499                                                       | CUSIP: 36291ARU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       8350 | PA      | $8625.95       | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON COMPANY                                                                           | METROPOLITAN EDISON CO 144A 4.300000% 01/15/2029                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $678572.22     | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4119 IN                                                    | CUSIP: 3137AUUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     225266 | PA      | $22432.49      | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                              | VOYA CLO 2017-3 LTD VOYA 2017-3A A1R                                              | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1110000 | PA      | $1075139.34    | 0.01%             | 2034-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1086821.37    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2252                                                         | CUSIP: 3140XHQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   10689695 | PA      | $9617369.75    | 0.12%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                                                         | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2006-1 1A                 | CUSIP: 59020U4R3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      15429 | PA      | $14463.53      | 0.00%             | 2036-02-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                            | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     605000 | PA      | $454658.73     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841383                                               | CUSIP: 31288QRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3018049 | PA      | $3012208.83    | 0.04%             | 2048-04-01      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6054                                                         | CUSIP: 3140JAWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     513194 | PA      | $513953.74     | 0.01%             | 2045-06-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB5093                                                        | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     238919 | PA      | $207352.82     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO, LLC                                                                                    | CROWLEY CONRO LLC 4.181000% 08/15/2043                                            | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |     772871 | PA      | $732599.62     | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2143091.39    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8534323.00    | 0.11%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.650000% 07/30/2045                                                | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1010919.82    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                               | MACQUARIE GROUP LTD MTN 5.033000% 01/15/2030                                      | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |     635000 | PA      | $599133.05     | 0.01%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 6.125000% 12/15/2045                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $265188.41     | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST                                                                 | NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 NEWZ 2021-1 A                        | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4623000 | PA      | $4523698.88    | 0.06%             | 2055-05-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A24156                                                   | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      28556 | PA      | $29433.58      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA8373                                                         | CUSIP: 3140QGJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3319679 | PA      | $3076863.69    | 0.04%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.757000% 01/24/2025                                  | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3072000 | PA      | $2928270.95    | 0.04%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 5.250000% 10/15/2027                                            | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      98000 | PA      | $98330.00      | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 691210                                                         | CUSIP: 31400L3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8904 | PA      | $9358.21       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1457                                                        | CUSIP: 3132DNTN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1732778 | PA      | $1554035.13    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                                            | NIKE INC 3.250000% 03/27/2040                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     330000 | PA      | $270786.16     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 577948                                                       | CUSIP: 36201BBR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      13867 | PA      | $13964.77      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0667                                                        | CUSIP: 3132DMW43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     813504 | PA      | $700453.84     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2003-124 TS                                                 | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       4615 | PA      | $4617.23       | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6030                                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     137625 | PA      | $126623.13     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.900000% 11/17/2045                                         | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1156209.28    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 2.746000% 05/28/2025                                           | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    2200000 | PA      | $2067476.11    | 0.03%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC6551                                                        | CUSIP: 3133ARH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     524613 | PA      | $455207.93     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC2557                                                        | CUSIP: 3133ALZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     855663 | PA      | $759495.44     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 394854                                                         | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      21455 | PA      | $22093.87      | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL-MYERS SQUIBB CO 3.200000% 06/15/2026                                      | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     768000 | PA      | $737702.84     | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U92272                                                   | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     212718 | PA      | $210968.88     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 627895                                                       | CUSIP: 36291GRQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      15122 | PA      | $15596.27      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033                                     | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    1792000 | PA      | $1649248.26    | 0.02%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.355000% 03/15/2032                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1610276.04    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2021-ARIA BX 2021-ARIA A                                                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5110000 | PA      | $4796218.92    | 0.06%             | 2036-10-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 784398                                                       | CUSIP: 3622A23F7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     125065 | PA      | $125516.14     | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 5.375000% 11/02/2043                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $209445.89     | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-106 KS                          | CUSIP: 38376JEF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1665666 | PA      | $115613.87     | 0.00%             | 2039-11-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 2.800000% 08/12/2041                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1355248.18    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                       | FOX CORP 3.500000% 04/08/2030                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     560000 | PA      | $492374.24     | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                                                 | SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 144A 3.625000% 01/28/2026           | CUSIP: 80622GAD6<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | NUSS              | AU        |    1675000 | PA      | $1568265.83    | 0.02%             | 2026-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     226000 | PA      | $156977.95     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                                 | CARGILL INC 144A 1.375000% 07/23/2023                                             | CUSIP: 141781BL7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     690000 | PA      | $673839.50     | 0.01%             | 2023-07-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3                                 | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    8929328 | PA      | $7222540.73    | 0.09%             | 2051-12-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LOAN TRUST                                                                         | CENTEX HOME EQUITY LOAN TRUST 2005-A CXHE 2005-A M1                               | CUSIP: 152314MH0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2114922 | PA      | $2079265.89    | 0.03%             | 2035-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BF9534                                                      | CUSIP: 3617GGSX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     236244 | PA      | $226939.15     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.875000% 07/20/2025                                              | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     929000 | PA      | $912932.23     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES, S.A.B. DE C.V.                                                                    | INDUSTRIAS PENOLES SAB DE CV 144A 4.150000% 09/12/2029                            | CUSIP: 456472AB5<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | NUSS              | MX        |    2290000 | PA      | $2091679.15    | 0.03%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   57220000 | NC      | $-3273850.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CK9447                                                      | CUSIP: 3617Y5P86<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     806976 | PA      | $735798.25     | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2773                                                         | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2399290 | PA      | $2277002.05    | 0.03%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9631                                                         | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     614732 | PA      | $556101.54     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 1.750000% 12/02/2026                                  | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |     351000 | PA      | $313675.72     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                                                           | SPECTRA ENERGY PARTNERS LP 3.375000% 10/15/2026                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     140000 | PA      | $131060.15     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2020-5 VERUS 2020-5 A1                                 | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     217766 | PA      | $197834.82     | 0.00%             | 2065-05-25      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1999-11 Z                                                   | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      61551 | PA      | $59557.81      | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 10/31/2027                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   21655000 | PA      | $21930763.00   | 0.28%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 1.089000% 03/15/2025                              | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    4785000 | PA      | $4439763.78    | 0.06%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |     358000 | PA      | $269474.36     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0034                                                         | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     744722 | PA      | $669768.69     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.150000% 03/01/2026                                                 | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     170000 | PA      | $162663.65     | 0.00%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY                                                                                   | BRK: MORGAN STANLEY PAY: 2.5% FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    9190000 | NC      | $1062622.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 4.500000% 09/09/2052                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1121718.00    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.125000% 08/31/2029                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     770000 | PA      | $740673.83     | 0.01%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.475000% 01/21/2028                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     728000 | PA      | $646804.82     | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025           | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     970000 | PA      | $954762.83     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                           | EQUINOR ASA 2.875000% 04/06/2025                                                  | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    3205000 | PA      | $3082383.72    | 0.04%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN5161                                                      | CUSIP: 3617F4WW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     970116 | PA      | $903047.90     | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-27 IO                           | CUSIP: 38378BQJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3116742 | PA      | $11059.76      | 0.00%             | 2053-04-16      | Floating      | 0.29%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                               | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3772972.90    | 0.05%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 5.606000% 01/15/2044                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685031.33     | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT9627                                                         | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      77482 | PA      | $75220.75      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q45560                                                   | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     626706 | PA      | $565982.51     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.750000% 01/23/2029                           | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1890000 | PA      | $1888842.68    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                         | NETFLIX INC 5.875000% 11/15/2028                                                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1411263.37    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     284644 | PA      | $249717.74     | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BN3130                                                         | CUSIP: 3140JKPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     340622 | PA      | $335368.44     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6084                                                         | CUSIP: 3140LGXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $98231.60      | 0.00%             | 2032-07-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2134968.76    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                                                    | CREDIT SUISSE AG/NEW YORK NY 2.950000% 04/09/2025                                 | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | NUSS              | CH        |     790000 | PA      | $702947.83     | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3958218 | PA      | $3698084.65    | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AD6438                                                         | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     130734 | PA      | $133338.93     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.400000% 10/29/2033           | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    1410000 | PA      | $1092927.36    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM1948                                                         | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     256722 | PA      | $270109.00     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 603420                                                       | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      54355 | PA      | $56633.60      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.450000% 08/04/2026                                                    | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2399292.52    | 0.03%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.850000% 03/01/2039                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     414000 | PA      | $379352.25     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   12730000 | PA      | $12922939.06   | 0.17%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1253716.72    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE FUNDING LLC                                                                               | CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICAT CCMFC 2003-4X A2               | CUSIP: U16711AG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     684574 | PA      | $632452.36     | 0.01%             | 2034-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K145 X1                   | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    7496164 | PA      | $191437.77     | 0.00%             | 2055-06-25      | Floating      | 0.43%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                              | TSMC ARIZONA CORP 2.500000% 10/25/2031                                            | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |    3950000 | PA      | $3273772.09    | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H12 F                           | CUSIP: 38380QDH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     101689 | PA      | $97503.13      | 0.00%             | 2070-07-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2020-L4 MSC 2020-L4 ASB                            | CUSIP: 61770KAV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3930000 | PA      | $3485351.15    | 0.05%             | 2053-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 4.375000% 04/15/2040                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     555000 | PA      | $482738.54     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.013000% 09/22/2028                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    3325000 | PA      | $2759377.13    | 0.04%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HIGHER EDUCATION FUNDING I                                                                            | HIGHER EDUCATION FUNDING I HEF 2014-1 A                                           | CUSIP: 429827AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     814068 | PA      | $812681.72     | 0.01%             | 2034-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2744531.25    | 0.04%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC STRIPS FHS 271 30                                                     | CUSIP: 3128HXTR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     850840 | PA      | $786757.78     | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                                                                   | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     510000 | PA      | $555985.98     | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     442304 | PA      | $406844.69     | 0.01%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375000% 03/24/2029                       | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     530000 | PA      | $480158.47     | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A3 A                           | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2006000 | PA      | $2014601.13    | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP II GSMS 2018-SRP5 B                                   | CUSIP: 36255TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3449739 | PA      | $2456402.23    | 0.03%             | 2031-09-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 554974                                                       | CUSIP: 36213HQ36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4838 | PA      | $4988.20       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCESS GROUP, INC.                                                                                    | ACCESSLEX INSTITUTE ACCSS 2007-A A3                                               | CUSIP: 00432CDJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1757657 | PA      | $1695784.10    | 0.02%             | 2036-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1                                    | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     200496 | PA      | $177248.11     | 0.00%             | 2065-05-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 2.600000% 10/01/2040                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $905543.47     | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ4078                                                         | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     114118 | PA      | $111894.07     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.250000% 10/15/2025                                              | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   13960000 | PA      | $14011259.44   | 0.18%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1807561.09    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.450000% 05/14/2046                                                   | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     540000 | PA      | $476319.39     | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5768940 | PA      | $5173373.60    | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                                         | PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115                                  | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |    1090000 | PA      | $901778.26     | 0.01%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     900000 | PA      | $777833.78     | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.150000% 03/01/2026                                                 | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     630000 | PA      | $602812.36     | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA JANUARY                         | CUSIP: 21H032613<br>LEI: N/A                  | Long             | DBT              |  | US        |    6400000 | PA      | $5944000.00    | 0.08%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1610321.88    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C                           | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    5701053 | PA      | $4863182.60    | 0.06%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB9953                                                         | CUSIP: 31417HBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2661644 | PA      | $2508057.16    | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ7435                                                         | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      97397 | PA      | $83599.98      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.625000% 07/15/2035                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     940000 | PA      | $922751.32     | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1587385.44    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                                 | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1458855 | PA      | $1119382.74    | 0.01%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM4751                                                         | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     388080 | PA      | $367258.32     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9809                                                         | CUSIP: 3138ER3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      45753 | PA      | $44719.94      | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 6.625000% 11/15/2037                                       | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $227523.92     | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP2389                                                         | CUSIP: 3140K9UP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1064898 | PA      | $1041306.98    | 0.01%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                                        | GOLUB CAPITAL PARTNERS CLO 45M LTD GOCAP 2019-45A A                               | CUSIP: 38172HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1461900.00    | 0.02%             | 2031-10-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038                            | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $67888.03      | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.250000% 02/01/2035                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     897000 | PA      | $680195.47     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 565034                                                       | CUSIP: 36213UV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      27159 | PA      | $28057.61      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     458678 | PA      | $391629.69     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5141                                                        | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1457230 | PA      | $1237903.24    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-54 BS                                                  | CUSIP: 3136AETS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     175786 | PA      | $19949.70      | 0.00%             | 2043-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     284394 | PA      | $257359.98     | 0.00%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                                      | STACK INFRASTRUCTURE ISSUER LLC SIDC 2020-1A A2                                   | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2480000 | PA      | $2190372.21    | 0.03%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785432                                                      | CUSIP: 3622AA4R2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2449701 | PA      | $2144528.03    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 545994                                                         | CUSIP: 31385JRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      15194 | PA      | $15825.76      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A               | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2000000 | PA      | $1751282.40    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                               | CORP NACIONAL DEL COBRE DE CHILE 144A 3.625000% 08/01/2027                        | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    2770000 | PA      | $2627325.55    | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT3244                                                         | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     530690 | PA      | $459505.98     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA6053                                                         | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2515521 | PA      | $2244185.81    | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 3.000000% 01/15/2052                                                    | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1312340.63    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 4.480000% 01/16/2024                                             | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     392000 | PA      | $390168.40     | 0.01%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K095 XAM                  | CUSIP: 3137FNAJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     700000 | PA      | $47637.73      | 0.00%             | 2029-06-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.700000% 01/30/2026                                          | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269650.57     | 0.00%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     880000 | PA      | $574801.74     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.450000% 12/15/2048                                       | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     140000 | PA      | $125551.60     | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                                              | CIT EDUCATION LOAN TRUST 2007-1 CITEL 2007-1 A                                    | CUSIP: 17284LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1178552 | PA      | $1122757.02    | 0.01%             | 2042-03-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QK1191                                                        | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1013711 | PA      | $861144.71     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BM9743                                                      | CUSIP: 3617K1ZG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1180630 | PA      | $1117320.79    | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     667033 | PA      | $646241.61     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.785000% 03/17/2033                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1553920.72    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7796                                                         | CUSIP: 3140XBUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     198517 | PA      | $193113.94     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                                                | ORBIA ADVANCE CORP SAB DE CV 144A 2.875000% 05/11/2031                            | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | NUSS              | MX        |    1340000 | PA      | $1054955.20    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP4037                                                         | CUSIP: 3140KBPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     241257 | PA      | $223226.56     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                                    | NVIDIA CORP 2.850000% 04/01/2030                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1168827.01    | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2015-GC32 GSMS 2015-GC32 A3                          | CUSIP: 36250PAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     881399 | PA      | $841170.34     | 0.01%             | 2048-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2011-2 SLMA 2011-2 A2                                      | CUSIP: 78446JAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     383591 | PA      | $381348.88     | 0.00%             | 2034-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD4146                                                        | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     180962 | PA      | $156583.69     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-C NAVSL 2018-CA A2                 | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      78850 | PA      | $77188.55      | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                 | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 6.850000% 12/16/2039           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     148000 | PA      | $165246.36     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1513                                                         | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3261949 | PA      | $2771018.56    | 0.04%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.000000% 01/22/2025                                     | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1549050.15    | 0.02%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7720000 | PA      | $5385906.25    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 4.054000% 03/15/2029                                | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     500000 | PA      | $437865.09     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7247579 | PA      | $6537398.33    | 0.08%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9961                                                        | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     357814 | PA      | $297680.30     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026           | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    1455000 | PA      | $1279374.81    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1182038 | PA      | $1024745.37    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1                   | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6196491 | PA      | $177171.92     | 0.00%             | 2028-03-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 4.500000% 04/15/2050                                             | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1359938.00    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2008-24 NA                                                  | CUSIP: 31397LDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6322 | PA      | $6651.88       | 0.00%             | 2037-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA JAN                                | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1300000 | PA      | $1293093.75    | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                          | DELL EQUIPMENT FINANCE TRUST 2022-2 DEFT 2022-2 A3                                | CUSIP: 24702CAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     795000 | PA      | $778801.08     | 0.01%             | 2027-07-22      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC 2.100000% 05/01/2030                              | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     460000 | PA      | $372291.00     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 2.900000% 03/15/2027                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2185961.71    | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     240000 | PA      | $165285.20     | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU3608                                                         | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     175500 | PA      | $155661.33     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 4.250000% 08/22/2057                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     160000 | PA      | $142542.68     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                            | SIMON PROPERTY GROUP LP 2.450000% 09/13/2029                                      | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1609955.07    | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2656000 | PA      | $2398566.83    | 0.03%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1611835.70    | 0.02%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 3.300000% 01/15/2023                                          | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     133000 | PA      | $132736.52     | 0.00%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-NQM7 CSMC 2021-NQM7 A1                                                  | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1296942 | PA      | $1058948.79    | 0.01%             | 2066-10-25      | Floating      | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      80434 | PA      | $79070.52      | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 901607                                                         | CUSIP: 31410YU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1991 | PA      | $2050.46       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2281660 | PA      | $2010488.28    | 0.03%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841077                                               | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1039512 | PA      | $1003341.28    | 0.01%             | 2047-11-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2863                                                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     821829 | PA      | $740459.00     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC0161                                                        | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     247544 | PA      | $206171.54     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4126                                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2494709 | PA      | $2286717.34    | 0.03%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK0419                                                         | CUSIP: 3140HDPD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     967925 | PA      | $862781.02     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                                | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050                  | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1321000 | PA      | $1109640.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5018 MI                                                    | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     871080 | PA      | $118188.47     | 0.00%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                                                    | APACHE CORP 4.250000% 01/15/2030                                                  | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17973.20      | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5487                                                         | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     169084 | PA      | $140826.26     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2019-1 AB                                                   | CUSIP: 3136B3D80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     693063 | PA      | $653249.24     | 0.01%             | 2049-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRK: BANK OF AMERICA                                                                                  | BRK: BANK OF AMERICA PAY: 1.72875%                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    9870000 | NC      | $2462047.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                | STANDARD CHARTERED PLC 144A 5.700000% 03/26/2044                                  | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     427000 | PA      | $380601.78     | 0.00%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS3006                                                         | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     918030 | PA      | $791257.10     | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                        | JOHN DEERE CAPITAL CORP MTN 2.350000% 03/08/2027                                  | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1672953.55    | 0.02%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0549                                                         | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1904028 | PA      | $1637175.94    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2021-11 JPMMT 2021-11 A3                                 | CUSIP: 46654KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1919534 | PA      | $1550322.88    | 0.02%             | 2052-01-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR6515                                                         | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     170302 | PA      | $142947.74     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     220000 | PA      | $142649.83     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.592000% 04/29/2031                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2467496.24    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN5011                                                      | CUSIP: 3617F4R88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     964198 | PA      | $894250.54     | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 3.400000% 02/27/2023                                          | CUSIP: 025816BS7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     285000 | PA      | $284237.25     | 0.00%             | 2023-02-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                                             | DLLST 2022-1 LLC DLLST 2022-1A A3                                                 | CUSIP: 23292GAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1765000 | PA      | $1712270.27    | 0.02%             | 2025-01-21      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.950000% 05/15/2028                                           | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2697000 | PA      | $2597664.74    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A                                             | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3264755 | PA      | $3028694.15    | 0.04%             | 2057-09-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AP4781                                                         | CUSIP: 3138M8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1850194 | PA      | $1697852.24    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO                          | CUSIP: 38378BF61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2507822 | PA      | $8631.17       | 0.00%             | 2053-02-16      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4057000 | PA      | $3699388.47    | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                                   | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4750000 | PA      | $3208579.40    | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 GMALT 2022-2 A3                      | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     912000 | PA      | $889196.53     | 0.01%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1462                                                         | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     842034 | PA      | $779097.49     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 745643                                                         | CUSIP: 31403DLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        242 | PA      | $251.12        | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 IO                           | CUSIP: 38379RPH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     526300 | PA      | $15492.86      | 0.00%             | 2058-07-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 4.100000% 05/22/2023                                           | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109636.67     | 0.00%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033                                     | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    2750000 | PA      | $2530933.43    | 0.03%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C01369                                                   | CUSIP: 31292HQW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       7016 | PA      | $7365.22       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0402                                                         | CUSIP: 3140XFNU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1680609 | PA      | $1500332.75    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1207791.06    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                                                                       | AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052                           | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1927856.89    | 0.03%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2895                                                         | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1239539 | PA      | $1117858.33    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     818000 | PA      | $566075.68     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2709                                                         | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4889872 | PA      | $4482224.17    | 0.06%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-3 A                       | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5295000 | PA      | $5152235.15    | 0.07%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE1228                                                        | CUSIP: 3133BALH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2472715 | PA      | $2275252.91    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2372                                                         | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2192008 | PA      | $1891524.75    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785862                                                      | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    4703389 | PA      | $4262673.19    | 0.06%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     110000 | PA      | $103627.41     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                                            | APIDOS CLO XXXV APID 2021-35A A                                                   | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1320000 | PA      | $1275852.60    | 0.02%             | 2034-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.875000% 11/30/2027                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   81175000 | PA      | $81479406.25   | 1.06%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                                    | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     140000 | PA      | $116593.92     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 0.800000% 06/03/2025                                               | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     880000 | PA      | $807812.60     | 0.01%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ0254                                                         | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     217610 | PA      | $181848.57     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-142 IO                          | CUSIP: 38378BR92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    5710814 | PA      | $18101.00      | 0.00%             | 2054-04-16      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 2.800000% 01/15/2051                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     470000 | PA      | $306489.90     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB5692                                                         | CUSIP: 31417CKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     404507 | PA      | $390780.35     | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                           | MASTER CREDIT CARD TRUST MCCT 2022-4A B                                           | CUSIP: 576339CX1<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    1405000 | PA      | $1409380.79    | 0.02%             | 2029-04-21      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 X1                   | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    9996543 | PA      | $295294.88     | 0.00%             | 2032-06-25      | Floating      | 0.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0849                                                        | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     474244 | PA      | $409874.74     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 373621                                                       | CUSIP: 36204MAW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3461 | PA      | $3575.24       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     661101 | PA      | $640519.85     | 0.01%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QU7914                                                        | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     194686 | PA      | $163503.44     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4837091 | PA      | $4061174.26    | 0.05%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD2132                                                        | CUSIP: 3133AYLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1248633 | PA      | $1107535.84    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 527247                                                         | CUSIP: 31384LWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7460 | PA      | $7475.68       | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                              | COX COMMUNICATIONS INC 144A 4.800000% 02/01/2035                                  | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1500086.81    | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5                                   | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3377639 | PA      | $3263012.92    | 0.04%             | 2035-12-24      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                  | BA CREDIT CARD TRUST BACCT 2022-A1 A1                                             | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3297000 | PA      | $3194513.08    | 0.04%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS9599                                                         | CUSIP: 3138WKUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     206037 | PA      | $199788.47     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     580000 | PA      | $521088.59     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                                                                         | PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028                                | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $961125.10     | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                 | ENTERGY ARKANSAS LLC 2.650000% 06/15/2051                                         | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     980000 | PA      | $609874.68     | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 553235                                                       | CUSIP: 36213FSY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       9251 | PA      | $9781.13       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1798341.92    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC4690                                                        | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     276213 | PA      | $238621.30     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                                | JACKSON FINANCIAL INC 5.170000% 06/08/2027                                        | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     166000 | PA      | $162675.46     | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                                                                | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2                      | CUSIP: 86358ELL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2373165 | PA      | $2205508.33    | 0.03%             | 2034-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.150000% 10/15/2028                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3376557.21    | 0.04%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                  | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 TALNT 2022-1A A                       | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2015000 | PA      | $1903316.21    | 0.02%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                         | PEPSICO INC 1.625000% 05/01/2030                                                  | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24791.49      | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 2% FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   10958000 | NC      | $1202761.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1749                                                        | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1097409 | PA      | $943609.64     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                    | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2467000 | PA      | $2467352.04    | 0.03%             | 2028-08-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 616094                                                       | CUSIP: 36290SNK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5476 | PA      | $5730.64       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-1A A                          | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3290000 | PA      | $3014292.41    | 0.04%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8104                                                        | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11893268 | PA      | $9299496.67    | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                                    | TRTX 2022-FL5 ISSUER LTD TRTX 2022-FL5 A                                          | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4050000 | PA      | $3899817.90    | 0.05%             | 2039-02-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2464918 | PA      | $2099384.13    | 0.03%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1038008.86    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                     | FX Forward Contract: AUD/USD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |          1 | NC      | $96343.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB3864                                                         | CUSIP: 31417AJJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1132991 | PA      | $1068701.59    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.375000% 08/12/2024                                              | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      95000 | PA      | $92834.13      | 0.00%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 A1                                            | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3651161 | PA      | $3468508.46    | 0.04%             | 2057-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQUITY LOAN TRUST                                                                  | DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A                      | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     157072 | PA      | $144187.66     | 0.00%             | 2029-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                            | CONSTELLATION BRANDS INC 4.400000% 11/15/2025                                     | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     775000 | PA      | $766327.47     | 0.01%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 482926                                                       | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      18515 | PA      | $19114.57      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 1.200000% 06/03/2027                                               | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $951433.54     | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $2976308.74    | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9484                                                        | CUSIP: 3133AGRD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     159023 | PA      | $133037.42     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5373000 | PA      | $3318667.03    | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2174 PN                                                    | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       6331 | PA      | $6414.80       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3                     | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1620000 | PA      | $1585397.77    | 0.02%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK8309                                                         | CUSIP: 3140HNGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      17469 | PA      | $17276.06      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4890686 | PA      | $4328011.89    | 0.06%             | 2171-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 3.870000% 07/09/2025                                     | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |     530000 | PA      | $510218.85     | 0.01%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0328                                                         | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1245309 | PA      | $1247351.35    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                                      | WISCONSIN ELECTRIC POWER CO 4.750000% 09/30/2032                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1082767.27    | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2017-13 PA                                                  | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     836313 | PA      | $767438.51     | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC4869                                                        | CUSIP: 3133APMS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1185622 | PA      | $1051779.52    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2141588 | PA      | $1886484.16    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1572                                                         | CUSIP: 3140XGXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3672183 | PA      | $3251721.31    | 0.04%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4210 Z                                                     | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     494393 | PA      | $401370.64     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10095000 | PA      | $8845491.38    | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 3.400000% 02/04/2041                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     970000 | PA      | $660179.89     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                       | DANSKE BANK A/S 144A 1.226000% 06/22/2024                                         | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |     550000 | PA      | $510222.08     | 0.01%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2784484 | PA      | $2604567.83    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW6266                                                         | CUSIP: 3140MX6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1608517 | PA      | $1532657.54    | 0.02%             | 2052-08-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                                            | CARRIER GLOBAL CORP 3.577000% 04/05/2050                                          | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51348.03      | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 A2                   | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1110000 | PA      | $992014.10     | 0.01%             | 2032-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL II                                                                              | GOLDMAN SACHS CAPITAL II MATURITY: PERPETUAL                                      | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $329512.50     | 0.00%             | 2170-12-03      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CBAM LTD                                                                                              | CBAM 2017-1 LTD CBAM 2017-1A A1                                                   | CUSIP: 12480VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     747558 | PA      | $737211.49     | 0.01%             | 2030-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5313                                                         | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     428938 | PA      | $371283.96     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                     | NATWEST GROUP PLC 4.519000% 06/25/2024                                            | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |     820000 | PA      | $811430.05     | 0.01%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 3.091000% 05/14/2032                                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     940000 | PA      | $640386.92     | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4540                                                         | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   23062845 | PA      | $19591460.33   | 0.25%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 NRZT 2019-RPL3 A1                   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     591512 | PA      | $546906.62     | 0.01%             | 2059-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED                                                 | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A               | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      19397 | PA      | $19065.60      | 0.00%             | 2033-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 5.150000% 11/15/2041                                                    | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     316000 | PA      | $302633.08     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                         | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     260000 | PA      | $234844.65     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL7500                                                         | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     241480 | PA      | $238341.64     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                                   | TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST TAOT 2022-C A4                         | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1787000 | PA      | $1732585.14    | 0.02%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                                         | SG RESIDENTIAL MORTGAGE TRUST 2022-1 SGR 2022-1 A1                                | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3900951 | PA      | $3472580.20    | 0.05%             | 2062-03-27      | Floating      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                                   | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1              | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      40338 | PA      | $37360.56      | 0.00%             | 2034-10-19      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.940000% 09/30/2040                        | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |     672705 | PA      | $536599.98     | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK2375                                                         | CUSIP: 3140HFT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     713751 | PA      | $680584.74     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                               | WALT DISNEY CO/THE 3.500000% 05/13/2040                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1200773.32    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR3999                                                         | CUSIP: 3140L2NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      89784 | PA      | $74695.83      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   50650000 | PA      | $50396750.00   | 0.65%             | 2052-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV / NXP FUNDING LLC / NXP USA INC 4.400000% 06/01/2027                       | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |     884000 | PA      | $845171.25     | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C01372                                                   | CUSIP: 31292HQZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       5374 | PA      | $5628.89       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                   | SBA SMALL BUSINESS INVESTMENT COS SBIC 2019-10A 1                                 | CUSIP: 831641FM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     809252 | PA      | $763506.88     | 0.01%             | 2029-03-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                                   | BANC OF AMERICA FUNDING 2005-B TRUST BAFC 2005-B 2A1                              | CUSIP: 05946XRV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     687811 | PA      | $581204.64     | 0.01%             | 2035-04-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     400615 | PA      | $358668.11     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM4299                                                         | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1254195 | PA      | $1214268.26    | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                                | NSTAR ELECTRIC CO 4.950000% 09/15/2052                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     385000 | PA      | $374687.57     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     422000 | PA      | $285263.06     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $1792365.75    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                                           | PARKER-HANNIFIN CORP 4.250000% 09/15/2027                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $2153983.92    | 0.03%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8740                                                         | CUSIP: 3138WJWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     157240 | PA      | $151442.90     | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1600759.42    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027                        | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    1402307 | PA      | $1295535.70    | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                          | US BANCORP 5.727000% 10/21/2026                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021687.21    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 4.100000% 08/08/2062                                                    | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $996035.73     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE6679                                                        | CUSIP: 3133BGM47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     397385 | PA      | $389128.17     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.600000% 05/14/2025                                                   | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     560000 | PA      | $544710.08     | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785192                                                      | CUSIP: 3622AAUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     556568 | PA      | $537041.74     | 0.01%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                                                                      | TRIUMPH RAIL HOLDINGS LLC TRP 2021-2 A                                            | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2080672 | PA      | $1756656.69    | 0.02%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2019-79 FA                                                  | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2012692 | PA      | $1963462.44    | 0.03%             | 2050-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 03/02/2023                                                | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4850000 | PA      | $4797741.40    | 0.06%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY                                            | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418000% 11/15/2035             | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | NUSS              | US        |    1263000 | PA      | $1192085.87    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 555281                                                         | CUSIP: 31385W2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      56961 | PA      | $59364.27      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                         | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 A               | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1848000 | PA      | $1760044.44    | 0.02%             | 2037-01-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BRAZOS STUDENT LOAN FINANCE CORPORATION                                                               | BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA 2010-1 A2                             | CUSIP: 10620NCE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4779709 | PA      | $4735784.11    | 0.06%             | 2035-02-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2684314.91    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5138                                                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     445046 | PA      | $442303.11     | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                      | HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026                                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $945522.58     | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1381                                                        | CUSIP: 3132DNRA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2025941 | PA      | $2005371.80    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.350000% 05/15/2045                                           | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1088175.33    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2019-3A A                          | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1574000 | PA      | $1461093.05    | 0.02%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                             | REALTY INCOME CORP 3.650000% 01/15/2028                                           | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     790000 | PA      | $740287.94     | 0.01%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 5.000000% 04/15/2040                                               | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1592324.88    | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 2.500000% 04/15/2027                                           | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     430000 | PA      | $398805.42     | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2319                                                         | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4588266 | PA      | $3959293.25    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM3361                                                      | CUSIP: 3617YNWW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     308881 | PA      | $281822.56     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                | CONOCOPHILLIPS CO 4.150000% 11/15/2034                                            | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     753000 | PA      | $666410.81     | 0.01%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-75 AO                                                  | CUSIP: 3136A6Q56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      43108 | PA      | $37948.31      | 0.00%             | 2042-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ4080                                                         | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      98282 | PA      | $95859.95      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.550000% 03/05/2024                                     | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1303441.14    | 0.02%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                                 | VODAFONE GROUP PLC 4.875000% 06/19/2049                                           | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    3011000 | PA      | $2567350.11    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 3.772000% 01/24/2029                                           | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     280000 | PA      | $257835.86     | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                                            | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875000% 09/23/2023                   | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | NUSS              | US        |      63000 | PA      | $61802.30      | 0.00%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST SMB 2020-B A1A                                   | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1360185 | PA      | $1197757.56    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                                     | MERCK & CO INC 0.750000% 02/24/2026                                               | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     840000 | PA      | $752109.04     | 0.01%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB6228                                                         | CUSIP: 31417C4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      37337 | PA      | $35218.88      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST SERIES: 2021-1  CLASS: A1                               | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1316259 | PA      | $1170081.99    | 0.02%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                               | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 0.750000% 03/01/2024                 | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    3010000 | PA      | $2849125.55    | 0.04%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A A1B                       | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2096610 | PA      | $1918992.29    | 0.02%             | 2059-09-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 IO                          | CUSIP: 38378XW72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1861903 | PA      | $20497.32      | 0.00%             | 2054-08-16      | Floating      | 0.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 8C0293                                               | CUSIP: 3142BAKE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1320986 | PA      | $1285079.85    | 0.02%             | 2052-07-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST                                                                | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A                    | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1789605 | PA      | $1737028.46    | 0.02%             | 2040-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G18592                                                   | CUSIP: 3128MMUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     614902 | PA      | $591850.37     | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5800000 | PA      | $5644124.94    | 0.07%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                                 | CAMDEN PROPERTY TRUST 2.800000% 05/15/2030                                        | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     480000 | PA      | $412470.24     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 A2                   | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3784000 | PA      | $3381785.02    | 0.04%             | 2032-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 4.500000% 04/01/2025                                                   | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118663.89     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2016-B SMB 2016-B A2B                            | CUSIP: 78449GAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     545707 | PA      | $539678.88     | 0.01%             | 2032-02-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 640208                                                       | CUSIP: 36291WGR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      23089 | PA      | $23853.20      | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 AB                           | CUSIP: 38380RRS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1193488 | PA      | $932791.82     | 0.01%             | 2063-06-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 1.658000% 03/11/2027                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8329317.53    | 0.11%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QK1204                                                        | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1351387 | PA      | $1148001.00    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRK: DEUTSCHE BANK                                                                                    | BRK: DEUTSCHE BANK PAY: Secured Overnight Financing?Rate?(SOFR)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    6286000 | NC      | $-520910.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5904                                                         | CUSIP: 3140X9R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     255029 | PA      | $221584.84     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     970000 | PA      | $765454.80     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                                                   | NATIONWIDE MUTUAL INSURANCE CO 144A VARIABLE RATE 12/15/2024                      | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    4407000 | PA      | $4407170.15    | 0.06%             | 2024-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.950000% 05/15/2025                                                  | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     695000 | PA      | $662197.26     | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2                                     | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1205000 | PA      | $1132883.52    | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                             | DELL INTERNATIONAL LLC / EMC CORP 144A 3.375000% 12/15/2041                       | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1249393.36    | 0.02%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 842356                                                         | CUSIP: 31407VZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7326 | PA      | $7422.48       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.750000% 01/24/2024                                         | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     360000 | PA      | $355023.73     | 0.00%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $322000.00     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD6140                                                        | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     865294 | PA      | $717257.89     | 0.01%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                                     | GLENCORE FINANCE CANADA LTD 144A 6.000000% 11/15/2041                             | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |      93000 | PA      | $87982.01      | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                                             | EQUATE PETROCHEMICAL BV MTN 4.250000% 11/03/2026                                  | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | NUSS              | KW        |    1640000 | PA      | $1551039.84    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0985                                                         | CUSIP: 3140QLCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2524917 | PA      | $2186207.92    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                   | SOCIETE GENERALE SA 144A 3.625000% 03/01/2041                                     | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    1370000 | PA      | $880177.42     | 0.01%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028                                | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |     780000 | PA      | $719014.24     | 0.01%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 3.650000% 03/01/2026                                          | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     890000 | PA      | $861606.69     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                           | WESTPAC BANKING CORP 2.668000% 11/15/2035                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |     840000 | PA      | $618732.21     | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                    | BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1                                         | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1405610 | PA      | $1307073.14    | 0.02%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11200000 | PA      | $10594062.53   | 0.14%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7630                                                         | CUSIP: 3140XBPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     167680 | PA      | $145691.12     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                                 | TARGA RESOURCES CORP 5.200000% 07/01/2027                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1509508.16    | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                             | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     348000 | PA      | $265072.00     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841073                                               | CUSIP: 31288QFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2842871 | PA      | $2861455.25    | 0.04%             | 2045-09-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL0209                                                         | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     163450 | PA      | $163863.67     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    2816000 | PA      | $2634320.86    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALIDUS HOLDINGS, LTD.                                                                                | VALIDUS HOLDINGS LTD 8.875000% 01/26/2040                                         | CUSIP: 91915WAB8<br>LEI: 549300V97BMXPCWUAZ30 | Long             | DBT              | NUSS              | US        |    1460000 | PA      | $1831018.66    | 0.02%             | 2040-01-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.106000% 04/08/2026                                                | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     560000 | PA      | $531175.93     | 0.01%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST                                                                                   | BWAY 2015-1740 MORTGAGE TRUST BWAY 2015-1740 A                                    | CUSIP: 05604LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3025000 | PA      | $2675702.04    | 0.03%             | 2035-01-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN9972                                                      | CUSIP: 3617FACH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     572904 | PA      | $533303.71     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                                                              | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A1A               | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     862894 | PA      | $843113.46     | 0.01%             | 2031-07-27      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 1.500000% 02/15/2031                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     956000 | PA      | $754719.89     | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT3303                                                         | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     178881 | PA      | $155006.10     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1417000 | PA      | $1047092.67    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                                                                           | BRIGHTHOUSE FINANCIAL INC 4.700000% 06/22/2047                                    | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       4000 | PA      | $2970.20       | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 2B1277                                               | CUSIP: 31326FM21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     381918 | PA      | $388604.98     | 0.01%             | 2043-03-01      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2019-52 PA                                                  | CUSIP: 3136B53X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     140246 | PA      | $123206.05     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                                     | FIRSTENERGY CORP 1.600000% 01/15/2026                                             | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $265249.91     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2209610.53    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     505000 | PA      | $327337.47     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 928306                                                         | CUSIP: 31412LKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8562 | PA      | $8980.12       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.950000% 10/15/2025                                                 | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1090982.36    | 0.01%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q21509                                                   | CUSIP: 3132JNVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       5836 | PA      | $5795.22       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5156                                                        | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1344075 | PA      | $1140096.51    | 0.01%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     330000 | PA      | $304983.00     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1391372.36    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AE9965                                                         | CUSIP: 31419MCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      61251 | PA      | $61405.71      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBCCRE MORTGAGE TRUST                                                                                 | DBCCRE 2014-ARCP MORTGAGE TRUST DBCCR 2014-ARCP A                                 | CUSIP: 23305MAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2450000 | PA      | $2352050.96    | 0.03%             | 2034-01-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                                                                       | RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 RMLT 2020-2 A1                             | CUSIP: 76123MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     665584 | PA      | $651741.66     | 0.01%             | 2060-05-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                                       | HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029                                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2786612.32    | 0.04%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                                                    | APACHE CORP 4.750000% 04/15/2043                                                  | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     420000 | PA      | $316974.00     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 7.950000% 11/15/2029                                             | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1032095.97    | 0.01%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1010000 | PA      | $737036.53     | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL2752                                                         | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      74377 | PA      | $76059.01      | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC 5.125000% 11/17/2027                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2598482.41    | 0.03%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C41495                                                   | CUSIP: 31297YUU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       6244 | PA      | $6389.00       | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                                | JACKSON FINANCIAL INC 3.125000% 11/23/2031                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2133132.59    | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                                             | OREGON ST STATE OF OREGON                                                         | CUSIP: 68607LXP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     498921 | PA      | $501827.66     | 0.01%             | 2023-06-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                    | FORD MOTOR CO 4.750000% 01/15/2043                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     157000 | PA      | $116186.08     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA2753                                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1114882 | PA      | $1032472.41    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A                            | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1042739 | PA      | $946128.15     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     839756 | PA      | $793964.44     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING III LLC HERTZ 2022-3A A                                   | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1040000 | PA      | $1009915.19    | 0.01%             | 2025-03-25      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1200000 | PA      | $1167843.74    | 0.02%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0741                                                         | CUSIP: 3140XFZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3317915 | PA      | $3046804.76    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2368763 | PA      | $2142741.39    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AG                          | CUSIP: 38379R3Y7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     589151 | PA      | $519223.04     | 0.01%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6603                                                      | CUSIP: 36179VKQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     118878 | PA      | $120338.61     | 0.00%             | 2050-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     805218 | PA      | $620252.65     | 0.01%             | 2061-05-25      | Floating      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1                         | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1682650 | PA      | $1343325.73    | 0.02%             | 2056-08-25      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 890221                                                         | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     552539 | PA      | $577105.83     | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA5968                                                         | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5311999 | PA      | $4620587.08    | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.452000% 12/05/2029                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     740000 | PA      | $703348.30     | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                                          | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181986.27     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5059 IB                                                    | CUSIP: 3137F86B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1409610 | PA      | $225177.51     | 0.00%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 7.875000% 09/15/2031                                    | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     140000 | PA      | $153300.00     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2022-C SMB 2022-C A1A                            | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1480019 | PA      | $1419793.50    | 0.02%             | 2050-05-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                                         | DISCOVERY COMMUNICATIONS LLC 4.000000% 09/15/2055                                 | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     856000 | PA      | $548724.41     | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 892399                                                      | CUSIP: 36208A7L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     335391 | PA      | $336516.67     | 0.00%             | 2060-02-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC 144A 4.875000% 03/12/2029                                    | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     649000 | PA      | $625258.50     | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0612                                                         | CUSIP: 3140XFVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     191595 | PA      | $159509.04     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     423000 | PA      | $296695.94     | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                           | AKER BP ASA 144A 2.000000% 07/15/2026                                             | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    1991000 | PA      | $1752888.25    | 0.02%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                             | DELL INTERNATIONAL LLC / EMC CORP 144A 3.450000% 12/15/2051                       | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1402053.87    | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CP9544                                                      | CUSIP: 3618A0S96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     559440 | PA      | $509976.45     | 0.01%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                  | VERIZON MASTER TRUST VZMT 2022-4 A                                                | CUSIP: 92348KAS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3208000 | PA      | $3098830.48    | 0.04%             | 2028-11-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                           | AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2081115.05    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AD3830                                                         | CUSIP: 31418RHG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     292613 | PA      | $292789.58     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0338                                                         | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1050793 | PA      | $1035578.40    | 0.01%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1832 | NC      | $198900812.50  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY                            | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     633502 | PA      | $634982.88     | 0.01%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034                                  | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     132759 | PA      | $131089.51     | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4479 HA                                                    | CUSIP: 3137BJV75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     288258 | PA      | $285060.75     | 0.00%             | 2039-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (JAN)                           | CUSIP: 21H050615<br>LEI: N/A                  | Long             | DBT              |  | US        |    9000000 | PA      | $8988046.83    | 0.12%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                          | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FRB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2795000 | PA      | $2201339.76    | 0.03%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2113883.86    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.600000% 05/14/2025                                                   | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1016467.92    | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H07 KI                          | CUSIP: 38375BQD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     344402 | PA      | $23887.74      | 0.00%             | 2062-03-20      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 570741                                                       | CUSIP: 36200SBJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       7528 | PA      | $7776.89       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786108                                                      | CUSIP: 3622ABU91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     491452 | PA      | $451584.33     | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 3.650000% 02/01/2026           | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    1978000 | PA      | $1919401.81    | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 11/15/2032                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    5765000 | PA      | $5990195.31    | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A52161                                                   | CUSIP: 3128KEMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     230137 | PA      | $237208.44     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 2.659000% 05/24/2031                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3630000 | PA      | $3000743.60    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC                                                                          | TRITON CONTAINER FINANCE VIII LLC TCF 2020-1A A                                   | CUSIP: 89680HAA0<br>LEI: 549300GTUDI4TJ0XZQ86 | Long             | ABS-MBS          |  | US        |    1006738 | PA      | $855508.66     | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8977                                                         | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     176640 | PA      | $154228.67     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 1.319000% 06/19/2026                                     | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54137.11      | 0.00%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     709272 | PA      | $598642.90     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A A                                    | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1983000 | PA      | $1695140.58    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                 | AIR LEASE CORP MTN 2.875000% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3019000 | PA      | $2780985.09    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 323862                                                         | CUSIP: 31374TWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        675 | PA      | $695.25        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 474655                                                       | CUSIP: 36209LH82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        116 | PA      | $120.12        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                                            | AETNA INC 3.875000% 08/15/2047                                                    | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     360000 | PA      | $279401.68     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                       | CUBESMART LP 2.250000% 12/15/2028                                                 | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     862000 | PA      | $711807.81     | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.700000% 03/15/2032                                             | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2199372.69    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                                                                     | MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049                                     | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     245000 | PA      | $175638.87     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1755000 | PA      | $1594338.88    | 0.02%             | 2048-10-10      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC 3.500000% 12/01/2029                                       | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1201636.97    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 3.041000% 03/17/2062                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     281000 | PA      | $204336.34     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 1.593000% 05/04/2027                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $880981.59     | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8                | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     118639 | PA      | $113964.30     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 4.327000% 03/19/2050                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2697000 | PA      | $2430711.30    | 0.03%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1539                                                         | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     462977 | PA      | $424469.16     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11492430 | PA      | $9762625.70    | 0.13%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2707                                                         | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     754031 | PA      | $708159.85     | 0.01%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 3451 SB                                                    | CUSIP: 31397TP97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      36734 | PA      | $2791.14       | 0.00%             | 2038-05-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $202322.10     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-4A A                          | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1550000 | PA      | $1493504.98    | 0.02%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2192384 | PA      | $1657433.57    | 0.02%             | 2066-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                               | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 2.700000% 06/14/2024                 | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |     990000 | PA      | $954147.93     | 0.01%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     655000 | PA      | $619468.33     | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 NF                          | CUSIP: 38380QBN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     247809 | PA      | $247710.58     | 0.00%             | 2070-04-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                              | OCP SA 144A 4.500000% 10/22/2025                                                  | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1860000 | PA      | $1813500.00    | 0.02%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 409 C1                                              | CUSIP: 3136FLEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     422550 | PA      | $15644.91      | 0.00%             | 2026-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026                        | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1956812.08    | 0.03%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BC0167                                                         | CUSIP: 3140EUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      56129 | PA      | $52579.25      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING 2                                                                          | DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 A2                                  | CUSIP: 257812AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1615513 | PA      | $1556703.55    | 0.02%             | 2034-12-11      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.250000% 04/30/2028                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    8070000 | PA      | $7062195.72    | 0.09%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 4.571000% 04/27/2033                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4398924.45    | 0.06%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2017-76 SB                                                  | CUSIP: 3136AX4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1164966 | PA      | $119506.84     | 0.00%             | 2057-10-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                                 | LAS VEGAS SANDS CORP 3.200000% 08/08/2024                                         | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1414233.73    | 0.02%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                   | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1928347 | PA      | $1697300.83    | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 483866                                                       | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        226 | PA      | $233.67        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                                                                | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7 SAIL 2004-7 A8                      | CUSIP: 86358EKJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     949560 | PA      | $910668.76     | 0.01%             | 2034-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                                            | AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A                                           | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1948907 | PA      | $1865283.11    | 0.02%             | 2037-01-16      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3390788 | PA      | $3012684.91    | 0.04%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BZ4383                                                      | CUSIP: 3617QY2Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      97071 | PA      | $90232.86      | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784667                                                      | CUSIP: 3622AACC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     898517 | PA      | $869183.06     | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.200000% 08/26/2024                                     | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2681884.94    | 0.03%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4199                                                      | CUSIP: 36179SUY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      81014 | PA      | $83387.30      | 0.00%             | 2047-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-E NAVSL 2020-EA A                  | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1461042 | PA      | $1297559.18    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2015-2 NRZT 2015-2A A1                        | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1108728 | PA      | $1018630.20    | 0.01%             | 2055-08-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 411 A3                                              | CUSIP: 31395QCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1154077 | PA      | $1048269.44    | 0.01%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                            | ROGERS COMMUNICATIONS INC 4.100000% 10/01/2023                                    | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |     133000 | PA      | $131572.03     | 0.00%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7676                                                         | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     176415 | PA      | $152926.10     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                         | UBS COMMERCIAL MORTGAGE TRUST 2017-C7 UBSCM 2017-C7 A3                            | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     845000 | PA      | $788389.14     | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.500000% 04/01/2025                                  | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     870000 | PA      | $841882.74     | 0.01%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-135 SB                          | CUSIP: 38380AK63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     362384 | PA      | $53420.79      | 0.00%             | 2046-10-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 4.125000% 11/16/2028                                   | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     480000 | PA      | $465158.63     | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781542                                                       | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        198 | PA      | $203.73        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                          | ROCKIES EXPRESS PIPELINE LLC 144A 4.950000% 07/15/2029                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2248032.70    | 0.03%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5203 G                                                     | CUSIP: 3137H5YN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     883465 | PA      | $778832.11     | 0.01%             | 2048-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FED HOME LN DISCOUNT NT ZERO COUPON 04/14/2023                                    | CUSIP: 313384EH8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   15000000 | PA      | $14747840.55   | 0.19%             | 2023-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO 1.957000% 02/11/2031                                      | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2404235.13    | 0.03%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/CNY SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12093.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.200000% 02/23/2023                                  | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1614168.00    | 0.02%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ4573                                                         | CUSIP: 3138MLCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      48947 | PA      | $47811.62      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1126442.29    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                       | INTERCONTINENTAL EXCHANGE INC 1.850000% 09/15/2032                                | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $2979409.35    | 0.04%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3873158.09    | 0.05%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA3075                                                         | CUSIP: 3140QAMZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1404524 | PA      | $1363382.35    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     635000 | PA      | $571206.59     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q44452                                                   | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     112449 | PA      | $101480.92     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 605695                                                       | CUSIP: 36200N3C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        129 | PA      | $133.61        | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LIMITED                                                                                  | ENSTAR GROUP LTD 3.100000% 09/01/2031                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | NUSS              | US        |    1839000 | PA      | $1348041.88    | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BP1928                                                      | CUSIP: 3617L8D95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     433307 | PA      | $405686.92     | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4030 HS                                                    | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      28731 | PA      | $3064.06       | 0.00%             | 2042-04-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 2022-FL10 LLC MF1 2022-FL10 A                                                 | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1365000 | PA      | $1356543.83    | 0.02%             | 2037-09-17      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                              | STATE STREET CORP 3.300000% 12/16/2024                                            | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     310000 | PA      | $302932.82     | 0.00%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6898                                                         | CUSIP: 3140LHUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     599402 | PA      | $598906.40     | 0.01%             | 2032-10-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6A                                    | CUSIP: 78442GLK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2798859 | PA      | $2633712.37    | 0.03%             | 2064-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.800000% 03/15/2036                                       | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     560000 | PA      | $596415.06     | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5266                                                      | CUSIP: 36179TZ73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2245370 | PA      | $2259601.08    | 0.03%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                      | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2246740.72    | 0.03%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2680100 | PA      | $2358579.67    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4654                                                      | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     293043 | PA      | $291549.01     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS PASS-THROUGH TRUST 5.880000% 01/10/2028                                       | CUSIP: 126650BC3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      70996 | PA      | $70676.14      | 0.00%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                          | MID-AMERICA APARTMENTS LP 4.000000% 11/15/2025                                    | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     862000 | PA      | $834656.66     | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 899098                                                         | CUSIP: 31410V3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      22345 | PA      | $23418.31      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC6303                                                        | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     280185 | PA      | $232748.58     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES CORPORATION                                                              | RASC SERIES 2005-KS9 TRUST RASC 2005-KS9 M5                                       | CUSIP: 754058AH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5899117 | PA      | $5797097.36    | 0.08%             | 2035-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL2454                                                         | CUSIP: 3140HTWQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     314654 | PA      | $293321.65     | 0.00%             | 2029-05-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 2.196000% 02/04/2026                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1754399.74    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                              | DOW CHEMICAL CO/THE 6.900000% 05/15/2053                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     766000 | PA      | $832884.63     | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                               | BANK OF NOVA SCOTIA/THE 3.450000% 04/11/2025                                      | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    1950000 | PA      | $1886785.06    | 0.02%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV4185                                                         | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     891224 | PA      | $768174.78     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK7700                                                         | CUSIP: 3140HMRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     750697 | PA      | $745650.22     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                     | EATON CORP 4.150000% 11/02/2042                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     530000 | PA      | $461611.92     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.000000% 08/15/2047                                                 | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     170000 | PA      | $139120.99     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 323 16                                              | CUSIP: 3136FANH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      95593 | PA      | $11907.30      | 0.00%             | 2032-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 627116                                                         | CUSIP: 31389JVH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2826 | PA      | $2895.41       | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                           | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-M AMMST 2021-MF2 B               | CUSIP: 03881VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1205000 | PA      | $899584.44     | 0.01%             | 2054-06-15      | Floating      | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2363659 | PA      | $225191.71     | 0.00%             | 2040-01-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                   | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1158601.13    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3                           | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1356000 | PA      | $1077695.24    | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| EVERBANK MORTGAGE LOAN TRUST                                                                          | EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22                                 | CUSIP: 29978CAX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     548914 | PA      | $480385.21     | 0.01%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                               | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A               | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      29676 | PA      | $27281.24      | 0.00%             | 2033-12-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 2.800000% 01/31/2030                            | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1556166.96    | 0.02%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11018323 | PA      | $9091187.21    | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 5.930000% 05/01/2060                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $1928679.45    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 4.400000% 11/26/2023                                 | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |     945000 | PA      | $937714.61     | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 4.705000% 01/10/2025                                          | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    1450000 | PA      | $1433159.66    | 0.02%             | 2025-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                                 | VODAFONE GROUP PLC 4.250000% 09/17/2050                                           | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |     290000 | PA      | $228872.11     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK9368                                                         | CUSIP: 3140HPMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     273361 | PA      | $262870.29     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 638055                                                       | CUSIP: 36291TZU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4269 | PA      | $4554.04       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                            | ROGERS COMMUNICATIONS INC 144A 4.550000% 03/15/2052                               | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |     907000 | PA      | $738246.79     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                                          | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1730348.59    | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.699000% 01/22/2031                                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8379.67       | 0.00%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 485375                                                       | CUSIP: 36209YFQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1868 | PA      | $1930.24       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 CGCMT 2014-GC25 AS                  | CUSIP: 17322YAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     880000 | PA      | $832905.30     | 0.01%             | 2047-10-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 3.950000% 01/31/2060                            | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     300000 | PA      | $222026.97     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                 | AIR LEASE CORP MTN 2.300000% 02/01/2025                                           | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     605000 | PA      | $563172.09     | 0.01%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB                           | CUSIP: 38381XEZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     305322 | PA      | $276759.07     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 604947                                                       | CUSIP: 36200NBQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      24708 | PA      | $26208.56      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.250000% 06/30/2029                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3840000 | PA      | $3720299.98    | 0.05%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                                 | VODAFONE GROUP PLC 4.375000% 05/30/2028                                           | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    1010000 | PA      | $999481.39     | 0.01%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2849000 | PA      | $2478965.07    | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1                                          | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1365851 | PA      | $1283307.10    | 0.02%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                               | BPCE SA 144A 5.150000% 07/21/2024                                                 | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    1550000 | PA      | $1519871.83    | 0.02%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                      | HESS CORP 5.600000% 02/15/2041                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1522707.29    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2021-DNA2 M2             | CUSIP: 35564KDB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     980000 | PA      | $946973.71     | 0.01%             | 2033-08-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                                                 | GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD GLM 2021-11A B                           | CUSIP: 38138KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5729196.00    | 0.07%             | 2034-10-20      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2407                                                         | CUSIP: 3140Q9U92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     477880 | PA      | $469700.89     | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                                           | MERCURY GENERAL CORP 4.400000% 03/15/2027                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1614080.68    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                  | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4                       | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1834000 | PA      | $1839489.71    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 5.375000% 02/15/2078                            | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     290000 | PA      | $219561.84     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 409 C13                                             | CUSIP: 3136FLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     281967 | PA      | $43995.86      | 0.00%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 3.557000% 08/15/2027                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     980000 | PA      | $893895.33     | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.972000% 02/04/2033                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1172932.25    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                               | REPUBLIC SERVICES INC 1.450000% 02/15/2031                                        | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $3392782.87    | 0.04%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165216.64     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV4575                                                         | CUSIP: 3140MJCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     976071 | PA      | $896951.51     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD7365                                                        | CUSIP: 3133B5FE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      92518 | PA      | $76972.30      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                 | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $1664009.69    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 2.300000% 06/01/2027                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1080005.40    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.200000% 03/01/2029                                                | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     720000 | PA      | $633044.55     | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24040000 | PA      | $13864318.75   | 0.18%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                         | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     683199 | PA      | $628434.93     | 0.01%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 5.700000% 11/15/2054                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1767174.85    | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 929331                                                         | CUSIP: 31412MPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      26818 | PA      | $27438.90      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU9129                                                         | CUSIP: 3140MBEB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      95995 | PA      | $79264.55      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 3.625000% 12/01/2027                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $938952.85     | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 745959                                                         | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     164582 | PA      | $172794.79     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                                               | ILFC E-CAPITAL TRUST II 144A 5.365290% 12/21/2065                                 | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $819000.00     | 0.01%             | 2065-12-21      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                                    | NVIDIA CORP 3.700000% 04/01/2060                                                  | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     680000 | PA      | $515049.20     | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 538271                                                       | CUSIP: 36212M6G9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      15872 | PA      | $16302.45      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROHM AND HAAS COMPANY                                                                                 | ROHM AND HAAS CO 7.850000% 07/15/2029                                             | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     954000 | PA      | $1069121.95    | 0.01%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB5799                                                        | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      65837 | PA      | $56603.89      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC 1.400000% 08/15/2026                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2244404.73    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW                           | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     871331 | PA      | $873454.49     | 0.01%             | 2051-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 3.850000% 10/01/2024                                                   | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2483287.27    | 0.03%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                       | AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |     400000 | PA      | $340064.96     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 5.650000% 03/16/2052                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    1175000 | PA      | $981826.90     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     325000 | PA      | $307868.46     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.976000% 11/05/2030                                                | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2195735.46    | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD                                                                                   | 522 FUNDING CLO 2020-6 LTD MORGN 2020-6A A1R                                      | CUSIP: 33835AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $962290.00     | 0.01%             | 2034-10-23      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08849                                                   | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     617887 | PA      | $623959.19     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT3290                                                         | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     276950 | PA      | $239539.43     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                    | DIAGEO CAPITAL PLC 5.500000% 01/24/2033                                           | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | NUSS              | GB        |    2595000 | PA      | $2739479.95    | 0.04%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3276                                                         | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1962495 | PA      | $1832478.65    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-74 OA                                                  | CUSIP: 3136A65W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      21554 | PA      | $19048.46      | 0.00%             | 2042-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                    | METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029                       | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2227133.18    | 0.03%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 3.450000% 05/06/2024                                                    | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344724.98     | 0.00%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.500000% 06/01/2050                           | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1860000 | PA      | $1681654.63    | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2523                                                         | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     679236 | PA      | $639597.79     | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0983                                                         | CUSIP: 3140QLCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4216180 | PA      | $3677650.27    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0573                                                        | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     305944 | PA      | $256800.24     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3243498 | PA      | $3051292.42    | 0.04%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                                                                | BRK: J.P. MORGAN CHASE PAY: 1.52% FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   20626000 | NC      | $5856846.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4                              | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     899000 | PA      | $837234.03     | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 80968                                                       | CUSIP: 36225DCE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3569 | PA      | $3461.94       | 0.00%             | 2034-07-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                                 | BOSTON PROPERTIES LP 2.900000% 03/15/2030                                         | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     125000 | PA      | $102030.10     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 TI                           | CUSIP: 38382NT31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1043884 | PA      | $180366.16     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050                               | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     930000 | PA      | $691498.17     | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 1.164000% 10/21/2025                                           | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1619075.41    | 0.02%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                                           | L3HARRIS TECHNOLOGIES INC 4.854000% 04/27/2035                                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     210000 | PA      | $199033.48     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AU1625                                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     134597 | PA      | $126732.17     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                             | APPALACHIAN POWER CO 4.450000% 06/01/2045                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1340099.09    | 0.02%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 3.755000% 03/15/2027                                | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     370000 | PA      | $337174.64     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                               | FLAGSTAR MORTGAGE TRUST 2018-2 FSMT 2018-2 A4                                     | CUSIP: 33851HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      74711 | PA      | $73178.14      | 0.00%             | 2048-04-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                   | STAR 2021-1 TRUST STAR 2021-1 A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     631921 | PA      | $580869.53     | 0.01%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-35 SC                                                  | CUSIP: 3136A5LM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     233752 | PA      | $26380.51      | 0.00%             | 2042-04-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB9594                                                         | CUSIP: 31417GUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      23914 | PA      | $23570.71      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 917164                                                         | CUSIP: 31411W5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6390 | PA      | $6589.35       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0546                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4205634 | PA      | $3516788.68    | 0.05%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1289                                                         | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1139594 | PA      | $1026503.83    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA6963                                                        | CUSIP: 3133A1WY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1385676 | PA      | $1239813.98    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA4217                                                        | CUSIP: 31339UVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     552151 | PA      | $492801.25     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO7513                                                         | CUSIP: 3140K3K35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1880003 | PA      | $1787280.08    | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC ZERO COUPON 07/15/2031                                                | CUSIP: 3134A4NT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     600000 | PA      | $419043.63     | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     326759 | PA      | $332965.08     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO0113                                                         | CUSIP: 3140JUDT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     574416 | PA      | $552696.43     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1149                                                        | CUSIP: 3132DNH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     868024 | PA      | $782470.84     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4158                                                         | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   10408594 | PA      | $8639461.96    | 0.11%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-167 OI                          | CUSIP: 38379FFB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     189906 | PA      | $30112.16      | 0.00%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 4.150000% 06/15/2053                                         | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $1957288.44    | 0.03%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5194                                                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     753965 | PA      | $761069.97     | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 6.950000% 07/01/2024                                    | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1473000 | PA      | $1493386.32    | 0.02%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                   | RATE MORTGAGE TRUST 2022-J1 RATE 2022-J1 A7                                       | CUSIP: 75410RAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2342320 | PA      | $1964163.81    | 0.03%             | 2052-01-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    2069000 | PA      | $1985194.49    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                                                           | ACRES COMMERCIAL REALTY 2021-FL1 LTD ACRES 2021-FL1 AS                            | CUSIP: 00103CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5859732.00    | 0.08%             | 2036-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.500000% 11/30/2028                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   11529000 | PA      | $10110842.96   | 0.13%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2005-29 ZA                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     201220 | PA      | $208787.61     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BF9563                                                      | CUSIP: 3617GGTU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     245316 | PA      | $235764.11     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C1 JPMBB 2013-C15 AS              | CUSIP: 46640NAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1840000 | PA      | $1802884.62    | 0.02%             | 2045-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $887257.57     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA5379                                                         | CUSIP: 3140QC6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     204206 | PA      | $201375.34     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                              | HYATT HOTELS CORP 1.800000% 10/01/2024                                            | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2356582.41    | 0.03%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 3.225000% 11/22/2032                                           | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    1200000 | PA      | $894083.08     | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                                | KYNDRYL HOLDINGS INC 2.050000% 10/15/2026                                         | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2045396.33    | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| 3650R COMMERCIAL MORTGAGE TRUST                                                                       | 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 3650R 2021-PF1 A5                        | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1140000 | PA      | $920819.15     | 0.01%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                             | SAUDI ARABIAN OIL CO 144A 1.625000% 11/24/2025                                    | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    1810000 | PA      | $1648812.26    | 0.02%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040                           | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     970000 | PA      | $875610.00     | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING MTN 2.646000% 10/04/2031                                    | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1858223.03    | 0.02%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 4.875000% 05/19/2033                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1912000 | PA      | $1795829.08    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                     | EVERSOURCE ENERGY 1.400000% 08/15/2026                                            | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     620000 | PA      | $546197.18     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO-DOMINION BANK/THE MTN 0.750000% 06/12/2023                                | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    1430000 | PA      | $1399354.59    | 0.02%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                                            | 3M CO 3.700000% 04/15/2050                                                        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $238693.33     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B                                       | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $986224.01     | 0.01%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1924                                                         | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     661270 | PA      | $568584.76     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.808000% 07/25/2028                                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     802000 | PA      | $783290.82     | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3377462.61    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR3256                                                         | CUSIP: 3140L1TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     230838 | PA      | $194188.98     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II                                                      | MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II S MRAFT 2022-S1 A1               | CUSIP: 61916TAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2480000 | PA      | $2467086.64    | 0.03%             | 2025-03-30      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 549577                                                       | CUSIP: 36213BQ62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2240 | PA      | $2242.77       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1342982 | PA      | $1213637.41    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A                                 | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1767697 | PA      | $1736551.70    | 0.02%             | 2036-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                                                               | HPS LOAN MANAGEMENT 2021-16 LTD HLM 2021-16A A1                                   | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1730000 | PA      | $1666889.60    | 0.02%             | 2035-01-23      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                                                                | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2007-1 BOAA 2007-1 2A1                     | CUSIP: 059496AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      43064 | PA      | $36973.78      | 0.00%             | 2037-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2007-68 SC                                                  | CUSIP: 31396WJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      85943 | PA      | $9145.53       | 0.00%             | 2037-07-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 968252                                                         | CUSIP: 31414KEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2597 | PA      | $2598.73       | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                                      | STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-1A A2                                   | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     976938 | PA      | $953855.70     | 0.01%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                                     | CAPITAL ONE FINANCIAL CORP 1.343000% 12/06/2024                                   | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3587467.51    | 0.05%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781564                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       8551 | PA      | $9111.00       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.125000% 03/16/2027                                   | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     330000 | PA      | $323707.76     | 0.00%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K032 X1                   | CUSIP: 3137B4GZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   55658879 | PA      | $15873.91      | 0.00%             | 2023-05-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (JANUARY)                                             | CUSIP: 21H022614<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   24400000 | PA      | $21459609.68   | 0.28%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 850580                                                         | CUSIP: 31408F6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6026 | PA      | $6106.56       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                          | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1473166.42    | 0.02%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                                            | NIKE INC 2.400000% 03/27/2025                                                     | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $383032.42     | 0.00%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2256                                                         | CUSIP: 3140X5QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     118425 | PA      | $118724.57     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 06/01/2023                                                | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4920000 | PA      | $4807278.18    | 0.06%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     570000 | PA      | $423120.07     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $728910.77     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FEDERAL HOME LOAN BANK 1.040000% 06/14/2024                                       | CUSIP: 3130APYA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   24830000 | PA      | $23442719.10   | 0.30%             | 2024-06-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4837                                                        | CUSIP: 36202FLS3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11347 | PA      | $12036.48      | 0.00%             | 2040-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                                | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1287281.54    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4205 PA                                                    | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     600906 | PA      | $513372.84     | 0.01%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.375000% 11/01/2023                        | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     839000 | PA      | $830752.63     | 0.01%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2011-2 WA                                                   | CUSIP: 31397QHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      43096 | PA      | $43817.05      | 0.00%             | 2051-02-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $134742.19     | 0.00%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  1 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2006-CB15 X1             | CUSIP: 46627QBE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     771569 | PA      | $5.94          | 0.00%             | 2043-06-12      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FEDERAL HOME LOAN BANK 1.200000% 12/23/2024                                       | CUSIP: 3130AQ4B6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   24815000 | PA      | $23141004.17   | 0.30%             | 2024-12-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR3500                                                         | CUSIP: 3140L13J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     124772 | PA      | $103364.47     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8694                                                         | CUSIP: 3140XCUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6398312 | PA      | $5581078.51    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12400000 | PA      | $10980643.92   | 0.14%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     310000 | PA      | $245477.78     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2847000 | PA      | $2055956.61    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2016-B SMB 2016-B A2A                            | CUSIP: 78449GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     420533 | PA      | $397017.65     | 0.01%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 4.900000% 01/15/2045                                         | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $391283.39     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                    | BERRY GLOBAL INC 144A 4.875000% 07/15/2026                                        | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3137532.30    | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.400000% 06/10/2025                                                | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2006286.18    | 0.03%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 0.250000% 08/31/2025                                              | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   20260000 | PA      | $18230834.38   | 0.24%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     989331 | PA      | $817312.13     | 0.01%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL3594                                                         | CUSIP: 3138EK7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      28322 | PA      | $28041.67      | 0.00%             | 2023-04-01      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 5.250000% 06/15/2026                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1006946.63    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9565000 | PA      | $8190031.25    | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06669                                                   | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      57217 | PA      | $59193.98      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (DEC)                           | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | DBT              |  | US        |   24435000 | PA      | $23931982.56   | 0.31%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A A                          | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1050000 | PA      | $904642.94     | 0.01%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2349404.38    | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO8257                                                         | CUSIP: 3140K4E71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     288263 | PA      | $268010.10     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.650000% 10/29/2024           | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    3505000 | PA      | $3225180.81    | 0.04%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17210000 | PA      | $14305812.50   | 0.19%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $606837.58     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66202.72      | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |     705000 | PA      | $600162.52     | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0400                                                         | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1216484 | PA      | $1169321.18    | 0.02%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                                            | NIKE INC 3.375000% 03/27/2050                                                     | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      20000 | PA      | $15893.49      | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 1.700000% 03/25/2026                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3285490.30    | 0.04%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2617209.96    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | MACQUARIE GROUP LTD MTN 6.207000% 11/22/2024                                      | CUSIP: 55608JBL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    2406000 | PA      | $2419934.20    | 0.03%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     520000 | PA      | $459416.06     | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050                                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1070152.93    | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                             | WYETH LLC 6.450000% 02/01/2024                                                    | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     365000 | PA      | $372010.16     | 0.00%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2018-43 CT                                                  | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1178505 | PA      | $1053426.76    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2021-C HART 2021-C A4                              | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1347000 | PA      | $1223271.32    | 0.02%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                                          | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46390.04      | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.250000% 06/01/2025                        | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2281883.94    | 0.03%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LIMITED                                                                | TRITON CONTAINER INTERNATIONAL LTD 144A 2.050000% 04/15/2026                      | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | NUSS              | BM        |    1490000 | PA      | $1295536.43    | 0.02%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3530000 | PA      | $3187636.60    | 0.04%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2414                                                         | CUSIP: 3140XHVG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5228173 | PA      | $4928431.96    | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 941684                                                         | CUSIP: 31413CUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1089 | PA      | $1113.87       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A                                    | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2609424 | PA      | $2546812.79    | 0.03%             | 2033-12-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3155754 | PA      | $2644845.27    | 0.03%             | 2061-11-25      | Floating      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BM9734                                                      | CUSIP: 3617K1Y72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     107338 | PA      | $104433.13     | 0.00%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV / NXP FUNDING LLC / NXP USA INC 3.250000% 05/11/2041                       | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |     800000 | PA      | $572415.74     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     286703 | PA      | $277772.31     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC 144A 4.000000% 03/27/2027                                    | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    1570000 | PA      | $1494683.88    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1484000 | PA      | $1422038.25    | 0.02%             | 2055-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5529                                                      | CUSIP: 36179UEA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     368318 | PA      | $365297.28     | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC STRIPS FHS 264 30                                                     | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1704498 | PA      | $1562261.32    | 0.02%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                  | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     583000 | PA      | $456883.97     | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 1.750000% 08/18/2031                                                   | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1202514.97    | 0.02%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 2.450000% 12/02/2031                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |     294000 | PA      | $245013.69     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5153670 | PA      | $4495412.60    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 1.530000% 12/06/2025                                     | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6788000 | PA      | $6234602.80    | 0.08%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                          | FORD CREDIT AUTO LEASE TRUST 2022-A FORDL 2022-A A3                               | CUSIP: 34528LAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3565000 | PA      | $3481141.22    | 0.05%             | 2025-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2616258.16    | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.300000% 02/15/2030                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2107738.88    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8166                                                         | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     326178 | PA      | $293574.25     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4855                                                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      18472 | PA      | $19013.47      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                                  | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING MTN 1.000000% 04/12/2024                     | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2782602.42    | 0.04%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                       | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1302386.34    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5069 MI                                                    | CUSIP: 3137F9CW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     561277 | PA      | $83400.21      | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3026032.32    | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS PASS-THROUGH TRUST 144A 5.789000% 01/10/2026                                  | CUSIP: 126650AQ3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     452726 | PA      | $450496.32     | 0.01%             | 2026-01-10      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2072914 | PA      | $1802995.59    | 0.02%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2019-M5 A2                                                    | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     560000 | PA      | $526124.37     | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2210000 | PA      | $1828433.78    | 0.02%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 3.300000% 04/22/2024                                                  | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     175000 | PA      | $172095.54     | 0.00%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1616830.63    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-48 DA                                                  | CUSIP: 3136BATZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3185280 | PA      | $2760843.84    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5265                                                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1680970 | PA      | $1669252.00    | 0.02%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT4281                                                         | CUSIP: 3138WRXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      19729 | PA      | $19446.11      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9263                                                         | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3588049 | PA      | $3065837.18    | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2983783 | PA      | $2693684.87    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1734076.30    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2452000 | PA      | $1882958.70    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDINGS, L.P.                                                                      | APOLLO MANAGEMENT HOLDINGS LP 144A 4.400000% 05/27/2026                           | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $967404.20     | 0.01%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RBS COMMERCIAL FUNDING INC TRUST                                                                      | RBS COMMERCIAL FUNDING INC 2013-GSP TRUST RBSCF 2013-GSP A                        | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     670000 | PA      | $643192.30     | 0.01%             | 2032-01-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786077                                                      | CUSIP: 3622ABUA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     377700 | PA      | $341742.26     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 609432                                                       | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        128 | PA      | $131.99        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT2371                                                         | CUSIP: 3140LQT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5166892 | PA      | $4271879.12    | 0.06%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 3.091000% 05/14/2032                                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    4535000 | PA      | $3089526.25    | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2014-M3 X2                                                    | CUSIP: 3136AJLF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    9616134 | PA      | $1881.88       | 0.00%             | 2024-01-25      | Floating      | 0.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                         | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050                       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     210000 | PA      | $171181.70     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2507242.52    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                           | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971M4P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1670000 | PA      | $1695708.31    | 0.02%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2019-A SMB 2019-A A2A                            | CUSIP: 78449TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3220293 | PA      | $3060911.74    | 0.04%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     880000 | PA      | $608981.17     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BI3168                                                      | CUSIP: 3617HCQV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      28587 | PA      | $28645.61      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $798087.83     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC0165                                                        | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      80630 | PA      | $70451.46      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                              | MASTERCARD INC 3.375000% 04/01/2024                                               | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     240000 | PA      | $236200.68     | 0.00%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV4574                                                         | CUSIP: 3140MJCL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     956924 | PA      | $879672.59     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5134                                                        | CUSIP: 3133KYV30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2058071 | PA      | $1682304.48    | 0.02%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 B2                                   | CUSIP: 89173UAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1860000 | PA      | $1455172.30    | 0.02%             | 2057-06-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5178 TP                                                    | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2193215 | PA      | $1904058.52    | 0.02%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2312 Z                                                     | CUSIP: 3133TTNH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      57338 | PA      | $58542.55      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19131                                                   | CUSIP: 3132JASV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      30144 | PA      | $29784.39      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                                      | WISCONSIN ELECTRIC POWER CO 1.700000% 06/15/2028                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     670000 | PA      | $574371.72     | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0326C9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2590000 | PA      | $2404248.44    | 0.03%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4306                                                         | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5087340 | PA      | $4372728.82    | 0.06%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.879000% 10/30/2030                                         | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1676943.51    | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                                       | DEERE & CO 3.750000% 04/15/2050                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     920000 | PA      | $794345.16     | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA5746                                                         | CUSIP: 3140QDL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1184294 | PA      | $1093888.12    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                                                                         | PENNSYLVANIA ELECTRIC CO 144A 4.150000% 04/15/2025                                | CUSIP: 708696BX6<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     995000 | PA      | $955605.40     | 0.01%             | 2025-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                                         | DISCOVER BANK 4.200000% 08/08/2023                                                | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1122041.07    | 0.01%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                               | MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027                                     | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    2395000 | PA      | $2070822.19    | 0.03%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2000000 | PA      | $1891640.62    | 0.02%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 B                                  | CUSIP: 12591KAH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     190000 | PA      | $177821.46     | 0.00%             | 2046-10-10      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                                                                   | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     584000 | PA      | $402150.93     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1360045 | PA      | $1207532.87    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2630000 | PA      | $2588467.57    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE TRUST                                                                                  | AAMES MORTGAGE TRUST 2002-1 AMT 2002-1 A3                                         | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      14993 | PA      | $14407.80      | 0.00%             | 2032-06-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 3.900000% 06/15/2032                                         | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     410000 | PA      | $389350.37     | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1555234.38    | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     265000 | PA      | $198829.08     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON COMPANY                                                                           | METROPOLITAN EDISON CO 144A 3.500000% 03/15/2023                                  | CUSIP: 591894BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5021249.34    | 0.07%             | 2023-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1167632 | PA      | $1055891.58    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0100                                                         | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     684126 | PA      | $607844.51     | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A                               | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2265818 | PA      | $2160916.35    | 0.03%             | 2038-10-15      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| BRAZOS EDUCATION LOAN AUTHORITY, INC.                                                                 | BRAZOS EDUCATION LOAN AUTHORITY INC BELA 2012-1 A1                                | CUSIP: 10620WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     797801 | PA      | $783111.52     | 0.01%             | 2035-12-26      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3603184.31    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST                                                                     | SANTANDER RETAIL AUTO LEASE TRUST 2022-B SRT 2022-B A3                            | CUSIP: 80287UAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2920000 | PA      | $2835586.01    | 0.04%             | 2025-11-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                              | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 AMCAR 2022-1 A2                   | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2665874 | PA      | $2627792.04    | 0.03%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30980000 | PA      | $20427437.50   | 0.26%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR4722                                                         | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     309737 | PA      | $257971.26     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                                        | US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST 4.625000% 06/03/2025                 | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2376159 | PA      | $2159297.26    | 0.03%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 310206                                                         | CUSIP: 31374CR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4603916 | PA      | $4310331.18    | 0.06%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 3.043000% 03/01/2026                                             | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1091795.96    | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2014-GC18 GSMS 2014-GC18 A4                          | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2005000 | PA      | $1956282.11    | 0.03%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 844773                                                         | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8367 | PA      | $8196.42       | 0.00%             | 2035-12-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-65 JI                                                  | CUSIP: 3136BBTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4872957 | PA      | $883157.61     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CO9408                                                      | CUSIP: 3617FMNZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     100153 | PA      | $90400.69      | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZM5955                                                        | CUSIP: 3131Y0TL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     198348 | PA      | $195786.35     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AD0753                                                         | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      56449 | PA      | $62568.43      | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $8630822.50    | 0.11%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                      | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1165755.17    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1162088 | PA      | $1010770.26    | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                                    | CREDIT AGRICOLE SA/LONDON MTN 1.907000% 06/16/2026                                | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     630000 | PA      | $570887.72     | 0.01%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AU6939                                                         | CUSIP: 3138X6V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      46634 | PA      | $46617.80      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL 2017-CX9 COMMERCIAL MORTGAGE TRUST CSAIL 2017-CX9 A5                        | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4380000 | PA      | $4030251.31    | 0.05%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                        | JPMORGAN CHASE BANK NA - CACLN CACLN 2020-1 B                                     | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     206035 | PA      | $202359.14     | 0.00%             | 2028-01-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0914                                                         | CUSIP: 3140XGAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2441151 | PA      | $2176842.77    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1994-31 ZC                                                  | CUSIP: 31359GWX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      12465 | PA      | $12499.60      | 0.00%             | 2024-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4836                                                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2004285 | PA      | $1839358.33    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                              | SOUTHERN CO GAS CAPITAL CORP 3.250000% 06/15/2026                                 | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1451643.77    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2004-A4 A2                | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      30278 | PA      | $27605.45      | 0.00%             | 2034-08-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 457825                                                       | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3621 | PA      | $3740.69       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 6.833000% 11/21/2026                              | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    3217000 | PA      | $3250016.78    | 0.04%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA2374                                                      | CUSIP: 36179QT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      14722 | PA      | $15153.41      | 0.00%             | 2044-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                   | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1790000 | PA      | $1728658.67    | 0.02%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                           | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1995000 | PA      | $1694679.88    | 0.02%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2672                                                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1132454 | PA      | $1074740.05    | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.625000% 09/01/2049                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      90000 | PA      | $69777.02      | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 09/01/2026                   | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     725000 | PA      | $678904.50     | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL3953                                                         | CUSIP: 3138ELMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      93018 | PA      | $95012.77      | 0.00%             | 2043-03-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 5.050000% 02/15/2046                                            | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     260000 | PA      | $224865.04     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 254880                                                         | CUSIP: 31371LCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         27 | PA      | $27.31         | 0.00%             | 2023-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-146 EI                          | CUSIP: 38378AMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      27921 | PA      | $4747.24       | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                                                      | TRESTLES CLO IV LTD TREST 2021-4A B1                                              | CUSIP: 89532WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6026069.70    | 0.08%             | 2034-07-21      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                              | SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A                                        | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2827000 | PA      | $2760176.22    | 0.04%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                            | OTIS WORLDWIDE CORP 2.056000% 04/05/2025                                          | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     340000 | PA      | $318518.34     | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                                     | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034            | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2650940.90    | 0.03%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C B                              | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1010000 | PA      | $864329.01     | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                          | PUBLIC SERVICE ENTERPRISE GROUP INC 2.450000% 11/15/2031                          | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     943000 | PA      | $759902.78     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A41965                                                   | CUSIP: 3128K2FE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       3922 | PA      | $4034.39       | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5138                                                        | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1114911 | PA      | $947114.78     | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 562249                                                       | CUSIP: 36213RTE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11830 | PA      | $12198.47      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                                 | BOSTON PROPERTIES LP 3.400000% 06/21/2029                                         | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1305286.91    | 0.02%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI                          | CUSIP: 38382KQ97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1602413 | PA      | $216916.68     | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: FIXED 0.56                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    7490000 | NC      | $3212563.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                                                               | DUPONT DE NEMOURS INC 4.493000% 11/15/2025                                        | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2078239.10    | 0.03%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1370877 | PA      | $1223867.33    | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1855000 | PA      | $1707912.97    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375000% 03/24/2029                       | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     725000 | PA      | $656820.54     | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | IMM EURO$ FUT OPT Dec22C    97 SHORT                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1427 | NC      | $-8918.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08754                                                   | CUSIP: 3128MJZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     164576 | PA      | $164262.94     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                                                              | KGS-ALPHA SBA COOF TRUST 2014-2 KSBA 2014-2 A                                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     116015 | PA      | $5984.08       | 0.00%             | 2040-04-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1080928 | PA      | $1029411.67    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR1967                                                         | CUSIP: 3140L0FH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     176106 | PA      | $145711.60     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NEW YORK MELLON CORP/THE MTN 3.650000% 02/04/2024                         | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147977.85     | 0.00%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-RPL2TRUST CSMC 2021-RPL2 A1                                             | CUSIP: 12656TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     801756 | PA      | $666340.86     | 0.01%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP0361                                                         | CUSIP: 3140K7MK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     273425 | PA      | $243164.71     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1840000 | PA      | $1266213.11    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG2 A2                   | CUSIP: 3137H4S84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1395000 | PA      | $1157776.07    | 0.02%             | 2031-11-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.250000% 01/15/2033                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     360000 | PA      | $341972.65     | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 1.250000% 01/15/2026                                       | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     260000 | PA      | $235440.37     | 0.00%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                  | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 TALNT 2020-1A A                       | CUSIP: 89237JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3475000 | PA      | $3158271.82    | 0.04%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   21625000 | PA      | $20448295.74   | 0.27%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2880                                                         | CUSIP: 3140XJFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3923001 | PA      | $3648137.21    | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2934400.37    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 565069                                                       | CUSIP: 36213UW63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2792 | PA      | $2882.77       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06012                                                   | CUSIP: 3128M8AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3878075 | PA      | $3831830.67    | 0.05%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1295000 | PA      | $1173518.51    | 0.02%             | 2055-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1072708.88    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 05/15/2032                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3510000 | PA      | $3290076.56    | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC AND POWER CO 4.625000% 05/15/2052                               | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     819000 | PA      | $728488.58     | 0.01%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 5.625000% 01/23/2046                                          | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1650000 | PA      | $961125.00     | 0.01%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4176                                                         | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     155602 | PA      | $134116.33     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO 3.734000% 12/15/2024                                      | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     118000 | PA      | $115132.76     | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                                            | CSMC SERIES 2015-5R CSMC 2015-5R 1A1                                              | CUSIP: 12593DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      21102 | PA      | $20999.77      | 0.00%             | 2046-09-27      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                            | CHL MORTGAGE PASS-THROUGH TRUST 2004-14 CWHL 2004-14 4A1                          | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      76925 | PA      | $67538.88      | 0.00%             | 2034-08-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                                           | RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052                                 | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |    2230000 | PA      | $1512444.16    | 0.02%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.500000% 04/19/2026                                     | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1160186.01    | 0.02%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K101 X1                   | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1291045 | PA      | $58934.12      | 0.00%             | 2029-10-25      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 0.969000% 06/23/2025                                          | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8540000 | PA      | $7940442.38    | 0.10%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                                   | BMW US CAPITAL LLC 144A 3.800000% 04/06/2023                                      | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    1060000 | PA      | $1056292.13    | 0.01%             | 2023-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5070 DI                                                    | CUSIP: 3137F9WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6066762 | PA      | $1115557.37    | 0.01%             | 2051-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     842000 | PA      | $756233.69     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                                       | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM1 A1                      | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     876775 | PA      | $793098.39     | 0.01%             | 2061-09-25      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A A                                   | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1805000 | PA      | $1651082.24    | 0.02%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $777055.40     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                                   | HERSHEY CO/THE 0.900000% 06/01/2025                                               | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     210000 | PA      | $191960.68     | 0.00%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                           | NATIONWIDE BUILDING SOCIETY 144A 3.766000% 03/08/2024                             | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    1735000 | PA      | $1721126.11    | 0.02%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A A2A                    | CUSIP: 96043FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     241155 | PA      | $240146.54     | 0.00%             | 2024-10-15      | Fixed         | 0.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2172                                                         | CUSIP: 3140Q9MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1475653 | PA      | $1470574.77    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2022-BNK40 BANK 2022-BNK40 A4                                                | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1240000 | PA      | $1091305.90    | 0.01%             | 2064-03-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q56092                                                   | CUSIP: 3132XYXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     468555 | PA      | $465522.88     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL2983                                                         | CUSIP: 3138EKJ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     209230 | PA      | $215663.43     | 0.00%             | 2043-01-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-27 EC                                                  | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4436267 | PA      | $3672266.78    | 0.05%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 5.950000% 02/14/2049                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     380000 | PA      | $337506.54     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     870000 | PA      | $799038.60     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 C               | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4155000 | PA      | $4039719.11    | 0.05%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                | SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A3                                    | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      93296 | PA      | $84225.91      | 0.00%             | 2035-01-20      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0488                                                         | CUSIP: 3140XFRJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3097709 | PA      | $2760407.93    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 3546 A                                                     | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      34018 | PA      | $33492.12      | 0.00%             | 2039-02-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0101                                                         | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     689347 | PA      | $612483.35     | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                                                                  | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 DRMT 2022-1 A1                        | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2777970 | PA      | $2412785.19    | 0.03%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| MSCCG TRUST                                                                                           | MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2                                           | CUSIP: 55352NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2030000 | PA      | $1842855.11    | 0.02%             | 2035-06-07      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 1.650000% 03/25/2026                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1633610.51    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G01737                                                   | CUSIP: 31283H4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      10931 | PA      | $11284.10      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver) | TRUST FIBRA UNO 144A 6.390000% 01/15/2050                                         | CUSIP: 898339AB2<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | NUSS              | MX        |     956000 | PA      | $721085.36     | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                        | DRYDEN 75 CLO LTD DRSLF 2019-75A AR2                                              | CUSIP: 26252JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1260000 | PA      | $1212484.14    | 0.02%             | 2034-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2016-48 MA                                                  | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2730556 | PA      | $2475100.93    | 0.03%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                                                        | HOME PARTNERS OF AMERICA 2022-1 TRUST HPA 2022-1 A                                | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5542772 | PA      | $5185698.55    | 0.07%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 Month SOFR Opt  Dec23C 96.63 SHORT                                              | CUSIP: 0155WX950<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -143 | NC      | $-80437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 7.250000% 06/15/2025                                                | CUSIP: 097023AM7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     107000 | PA      | $111144.04     | 0.00%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4204                                                         | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1877427 | PA      | $1618174.55    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0618                                                        | CUSIP: 3132DMVK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     266313 | PA      | $237943.63     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.950000% 11/15/2024                                                  | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     675000 | PA      | $649483.12     | 0.01%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2                               | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     716326 | PA      | $598121.73     | 0.01%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q41209                                                   | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     300032 | PA      | $281237.73     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3302782.31    | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                               | HYUNDAI CAPITAL AMERICA MTN 0.800000% 01/08/2024                                  | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     644000 | PA      | $610605.15     | 0.01%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST                                                                   | THORNBURG MORTGAGE SECURITIES TRUST 2003-4 TMST 2003-4 A1                         | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      90604 | PA      | $84046.22      | 0.00%             | 2043-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 366720                                                       | CUSIP: 36204DK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1447 | PA      | $1495.10       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2016-C SMB 2016-C A2B                            | CUSIP: 78449KAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     489652 | PA      | $487010.45     | 0.01%             | 2034-09-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP 3.125000% 01/15/2027                                          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     766000 | PA      | $704553.49     | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8577                                                         | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1773052 | PA      | $1595833.02    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 5.000000% 01/21/2044                                     | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1690136.71    | 0.02%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3016569.73    | 0.04%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                               | REPUBLIC SERVICES INC 4.750000% 05/15/2023                                        | CUSIP: 760759AM2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     119000 | PA      | $118779.63     | 0.00%             | 2023-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.875000% 09/30/2029                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     134000 | PA      | $134921.25     | 0.00%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     698870 | PA      | $677086.57     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2021                                                         | CUSIP: 3140XHG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7254734 | PA      | $6757664.16    | 0.09%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 4.800000% 02/01/2049                            | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     230000 | PA      | $202371.20     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC MTN 4.972000% 05/16/2029                                             | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    1070000 | PA      | $1003644.49    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS9972                                                         | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     477457 | PA      | $460737.40     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     570000 | PA      | $500412.51     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7607                                                         | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     408415 | PA      | $388153.06     | 0.01%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    3605000 | PA      | $2615551.48    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A C                                    | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2030000 | PA      | $1649121.05    | 0.02%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS3324                                                         | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3317000 | PA      | $2947344.43    | 0.04%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP 1.875000% 10/15/2030                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2504590.29    | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.500000% 11/30/2024                                              | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  116720000 | PA      | $117066512.50  | 1.52%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 1.050000% 07/15/2026                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1895146.55    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6480000 | PA      | $4115559.39    | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC4824                                                        | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     362778 | PA      | $314781.94     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2836                                                         | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6546044 | PA      | $6561634.24    | 0.09%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 3.125000% 07/31/2029                            | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     350000 | PA      | $311349.51     | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.910000% 05/24/2033                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     700000 | PA      | $666479.75     | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781459                                                       | CUSIP: 36225BTQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11986 | PA      | $12770.30      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV9900                                                         | CUSIP: 3140MQAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      99088 | PA      | $94281.20      | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 A2                   | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1460000 | PA      | $1363900.17    | 0.02%             | 2032-08-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     458122 | PA      | $403696.01     | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC 1.800000% 08/15/2028                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     443000 | PA      | $365703.41     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 0.790000% 05/30/2025                                               | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4719000 | PA      | $4372551.08    | 0.06%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 6.442000% 08/11/2028                                  | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     895000 | PA      | $811898.01     | 0.01%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1102773.60    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4387                                                         | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    9597445 | PA      | $8200680.33    | 0.11%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2327                                                         | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     528729 | PA      | $514165.61     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM1385                                                         | CUSIP: 3140X4RF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7029352 | PA      | $7136364.78    | 0.09%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                                          | COSTCO WHOLESALE CORP 1.375000% 06/20/2027                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1080411.55    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7492                                                         | CUSIP: 3140XBKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3772662 | PA      | $3496605.64    | 0.05%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G16584                                                   | CUSIP: 3128MFRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1691023 | PA      | $1635425.42    | 0.02%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 5.550000% 08/15/2041                                                     | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     240000 | PA      | $236143.76     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                                        | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1             | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     720051 | PA      | $650462.30     | 0.01%             | 2035-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 2.484000% 09/16/2036                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1122589.27    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     985000 | PA      | $751165.99     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.625000% 09/01/2049                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $924933.20     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2414098.03    | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.912000% 07/25/2033                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1477330.04    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO                           | CUSIP: 38381EX45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3459982 | PA      | $185481.01     | 0.00%             | 2062-02-16      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL5151                                                         | CUSIP: 3138EMWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1496897 | PA      | $1500633.20    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1726                                                         | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     471446 | PA      | $406340.33     | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2308032.29    | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11300000 | PA      | $10347445.37   | 0.13%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2022-GC48 CGCMT 2022-GC48 A5                  | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1489000 | PA      | $1437334.53    | 0.02%             | 2054-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    4400000 | PA      | $4187674.04    | 0.05%             | 2033-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR8518                                                         | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     235008 | PA      | $196602.97     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                           | AGL CLO 6 LTD AGL 2020-6A AR                                                      | CUSIP: 00119VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1360000 | PA      | $1316788.72    | 0.02%             | 2034-07-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU5925                                                         | CUSIP: 3140M7SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      90780 | PA      | $81182.44      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.400000% 03/15/2051                                                   | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $765264.45     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI                          | CUSIP: 38382HM98<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1057273 | PA      | $144768.17     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $710241.23     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06188                                                   | CUSIP: 3128M8F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2314876 | PA      | $2287271.80    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 4.250000% 10/21/2025                                  | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1068717.55    | 0.01%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 2.484000% 09/16/2036                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     460000 | PA      | $341980.84     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 576485                                                       | CUSIP: 36200YNA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      50489 | PA      | $50638.18      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO 3.363000% 06/06/2024                                      | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     531000 | PA      | $518623.60     | 0.01%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                          | DNB BANK ASA 144A 1.605000% 03/30/2028                                            | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | NUSS              | NO        |    3800000 | PA      | $3230920.51    | 0.04%             | 2028-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 626933                                                       | CUSIP: 36291FPS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3157390 | PA      | $2860799.40    | 0.04%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-LC13 MORTGAGE TRUST COMM 2013-LC13 B                                    | CUSIP: 12626GAP8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1150000 | PA      | $1122949.01    | 0.01%             | 2046-08-10      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                                            | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875000% 09/23/2023                   | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | NUSS              | US        |     602000 | PA      | $590555.35     | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                | REYNOLDS AMERICAN INC 7.250000% 06/15/2037                                        | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |     745000 | PA      | $765619.37     | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2618                                                         | CUSIP: 3140X54C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     806169 | PA      | $784902.92     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037                                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69612.72      | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI                           | CUSIP: 38382UG39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2406951 | PA      | $327605.70     | 0.00%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.271000% 07/23/2029                                     | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     410000 | PA      | $385949.85     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0584                                                         | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     284865 | PA      | $236541.39     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 5.050000% 08/05/2062                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     765000 | PA      | $695034.05     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6215                                                         | CUSIP: 3140LG3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     200000 | PA      | $191158.55     | 0.00%             | 2032-07-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2                                                                                      | CINTAS CORP NO 2 3.700000% 04/01/2027                                             | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     590000 | PA      | $571330.30     | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                                                                     | ABPCI DIRECT LENDING FUND IX LLC ABPCI 2020-9A A1R                                | CUSIP: 000806AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4190000 | PA      | $4062443.83    | 0.05%             | 2031-11-18      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2318668.38    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                                    | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS MSM 2007-3XS 2A3S                     | CUSIP: 61752RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      12458 | PA      | $4731.73       | 0.00%             | 2047-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                           | TRUIST BANK 3.800000% 10/30/2026                                                  | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $236744.41     | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 726122                                                      | CUSIP: 3620ACVP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      41220 | PA      | $41618.54      | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3457313 | PA      | $2897582.82    | 0.04%             | 2061-11-25      | Floating      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                                  | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO                                  | CUSIP: 74160MDQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3755 | PA      | $2734.09       | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                       | ENEL FINANCE INTERNATIONAL NV 144A 6.800000% 10/14/2025                           | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |     955000 | PA      | $988922.26     | 0.01%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| LUKOIL CAPITAL DESIGNATED ACTIVITY COMPANY                                                            | LUKOIL CAPITAL DAC 144A 3.600000% 10/26/2031                                      | CUSIP: 549875AB8<br>LEI: 984500BEC55D7EHC4M56 | Long             | DBT              | NUSS              | RU        |    2270000 | PA      | $1702500.00    | 0.02%             | 2031-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1213                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     962417 | PA      | $905839.12     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     974439 | PA      | $842119.78     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-8 IO                            | CUSIP: 38379RLZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1307207 | PA      | $35126.88      | 0.00%             | 2058-08-16      | Floating      | 0.44%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    1164000 | PA      | $926850.95     | 0.01%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                            | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     130000 | PA      | $104022.63     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.070000% 02/24/2028                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1122169.08    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.851000% 07/25/2028                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1886000 | PA      | $1846583.41    | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K091 X1                   | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3880104 | PA      | $114624.08     | 0.00%             | 2029-03-25      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                        | JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 B                                     | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     939433 | PA      | $901086.48     | 0.01%             | 2028-12-26      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-11 AP                                                  | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2393849 | PA      | $2133982.05    | 0.03%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784780                                                      | CUSIP: 3622AAFV1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     266259 | PA      | $273461.46     | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AD0584                                                         | CUSIP: 31418MUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     121854 | PA      | $130829.66     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                     | OCTAGON INVESTMENT PARTNERS XIV LTD OCT14 2012-1A AARR                            | CUSIP: 67590ABP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5969038 | PA      | $5885931.40    | 0.08%             | 2029-07-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM4737                                                         | CUSIP: 3140X8HP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     298678 | PA      | $276097.74     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                               | HYUNDAI CAPITAL AMERICA MTN 1.300000% 01/08/2026                                  | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1342446.24    | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3141                                                         | CUSIP: 3140X6P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     692092 | PA      | $647173.80     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                             | MASTR ALTERNATIVE LOAN TRUST 2006-3 MALT 2006-3 1A3                               | CUSIP: 57645DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     164124 | PA      | $95664.69      | 0.00%             | 2036-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 852294                                                         | CUSIP: 31408H3B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3522 | PA      | $3597.36       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AH                           | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2218747 | PA      | $1745701.79    | 0.02%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 4.000000% 03/01/2027                                             | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     366000 | PA      | $349445.57     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING LLC HERTZ 2022-5A A                                       | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3943000 | PA      | $3643845.38    | 0.05%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025                       | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |     430000 | PA      | $403795.09     | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849128                                               | CUSIP: 31300MD91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     119032 | PA      | $119245.10     | 0.00%             | 2043-09-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 2.700000% 02/01/2027                                                | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     340000 | PA      | $307154.01     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                      | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 6.500000% 12/01/2052           | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    2020000 | PA      | $1949300.00    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.615000% 03/15/2028                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     310000 | PA      | $288310.21     | 0.00%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A A                          | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3620000 | PA      | $3248480.12    | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    3720000 | PA      | $2964727.21    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV8546                                                         | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     864869 | PA      | $799419.70     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 AS              | CUSIP: 46642EBC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2730000 | PA      | $2613848.87    | 0.03%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                                          | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1091869 | PA      | $1025539.19    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 784443                                                       | CUSIP: 3622A25C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     686554 | PA      | $689538.90     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                                 | DOMINION ENERGY INC 5.375000% 11/15/2032                                          | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2401140.55    | 0.03%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                                   | CHEVRON CORP 2.954000% 05/16/2026                                                 | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1048607.51    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                                    | BANK OF MONTREAL MTN 1.850000% 05/01/2025                                         | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    1360000 | PA      | $1270925.03    | 0.02%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784666                                                      | CUSIP: 3622AACB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     749124 | PA      | $749025.32     | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185272.84     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5085                                                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     195031 | PA      | $168097.17     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC2044                                                        | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     170133 | PA      | $148285.20     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                                           | JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST 2.750000% 05/15/2032                   | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     146894 | PA      | $122247.63     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      70000 | PA      | $58187.50      | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                              | OCEANVIEW MORTGAGE TRUST 2022-INV1 BVINV 2022-1 A1                                | CUSIP: 67648BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |          0 | PA      | $0.01          | 0.00%             | 2051-12-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3347                                                         | CUSIP: 3140X6WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2824457 | PA      | $2646895.74    | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7500000 | PA      | $6415429.73    | 0.08%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 9.016000% 11/15/2033                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    2039000 | PA      | $2070130.39    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                     | NATWEST GROUP PLC 4.269000% 03/22/2025                                            | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    4630000 | PA      | $4505142.33    | 0.06%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1486030 | PA      | $1373675.05    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST                                                                | CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2007 CWHEL 2007-A A                 | CUSIP: 126682AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1262659 | PA      | $1164308.62    | 0.02%             | 2037-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11416000 | PA      | $9774950.00    | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO LIMITED                                                                                      | ZAIS CLO 13 LTD ZAIS 2019-13A A1A                                                 | CUSIP: 98876NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1302000 | PA      | $1278245.01    | 0.02%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7650000 | PA      | $5225607.44    | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2007-64 FA                                                  | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       4779 | PA      | $4728.73       | 0.00%             | 2037-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                       | DANSKE BANK A/S 144A 5.375000% 01/12/2024                                         | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |     940000 | PA      | $934940.75     | 0.01%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4570                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    8526276 | PA      | $7242887.25    | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                                | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4                                    | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1120000 | PA      | $1089348.85    | 0.01%             | 2028-03-27      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                                                   | VONTIER CORP 2.950000% 04/01/2031                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     925000 | PA      | $664607.88     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                             | MISSISSIPPI POWER CO 3.100000% 07/30/2051                                         | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $854494.72     | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1                   | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    8384169 | PA      | $159750.28     | 0.00%             | 2026-10-25      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     210000 | PA      | $145503.30     | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                            | CONSTELLATION BRANDS INC 4.350000% 05/09/2027                                     | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     600000 | PA      | $586375.49     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                                                                   | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $695500.76     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1146                                                         | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     492154 | PA      | $475531.96     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                                                    | CREDIT SUISSE AG/NEW YORK NY MTN 3.625000% 09/09/2024                             | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | NUSS              | CH        |    1360000 | PA      | $1251202.54    | 0.02%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77125000 | PA      | $56171703.91   | 0.73%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8070                                                         | CUSIP: 3140XB6G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     193169 | PA      | $180746.02     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 2.992000% 03/19/2025                                             | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1820760.30    | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD0177                                                        | CUSIP: 3133AWFS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1511665 | PA      | $1341034.18    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 02/15/2028                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   17891000 | PA      | $16966398.67   | 0.22%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2108471.57    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.700000% 05/01/2028                       | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2942375.68    | 0.04%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 3.419000% 04/15/2033                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     744000 | PA      | $604522.45     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 WFRBS 2013-C15 A4                        | CUSIP: 92938CAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     150000 | PA      | $148009.68     | 0.00%             | 2046-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5652                                                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     153846 | PA      | $152644.79     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A                                  | CUSIP: 46651XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     376032 | PA      | $319546.49     | 0.00%             | 2050-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4512                                                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1633501 | PA      | $1617335.80    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                                          | VIATRIS INC 2.700000% 06/22/2030                                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     305000 | PA      | $243282.74     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                           | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                              | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    2565000 | PA      | $2247099.47    | 0.03%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.400000% 03/15/2050                                                   | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     250000 | PA      | $180412.20     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0226C0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   30600000 | PA      | $26889750.31   | 0.35%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1                 | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    4990125 | PA      | $206271.32     | 0.00%             | 2036-02-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.650000% 07/23/2048                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     280000 | PA      | $252170.47     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-151 NX                                                 | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     696534 | PA      | $583622.72     | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8745                                                         | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1362480 | PA      | $1231584.54    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                                                           | BIOGEN INC 3.250000% 02/15/2051                                                   | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     280000 | PA      | $194369.99     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                                                              | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     585000 | PA      | $380516.47     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     733000 | PA      | $542396.73     | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028           | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     260000 | PA      | $237234.84     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU3402                                                         | CUSIP: 3140M4X86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1625915 | PA      | $1491246.06    | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-59 LB                           | CUSIP: 38377FWM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      24163 | PA      | $24095.21      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                                    | HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A3                         | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1490000 | PA      | $1453618.52    | 0.02%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC1164                                                        | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     238991 | PA      | $199936.04     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G60138                                                   | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2696636 | PA      | $2534690.33    | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU1639                                                         | CUSIP: 3140M2ZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3210758 | PA      | $2847816.21    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    2171000 | PA      | $1987708.48    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                                           | EXPORT-IMPORT BANK OF INDIA 144A 3.375000% 08/05/2026                             | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1410000 | PA      | $1311099.06    | 0.02%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2021-1 JPMMT 2021-1 A3                                   | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    9264360 | PA      | $7491680.11    | 0.10%             | 2051-06-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                        | ENTERPRISE FLEET FUNDING 2021-1 LLC EFF 2021-1 A3                                 | CUSIP: 29374EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     905000 | PA      | $836027.69     | 0.01%             | 2026-12-21      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1940                                                         | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4708897 | PA      | $4207495.42    | 0.05%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C01380                                                   | CUSIP: 31292HQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       3881 | PA      | $4052.11       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT3270                                                         | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     450711 | PA      | $390031.49     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 941217                                                         | CUSIP: 31413CDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1500 | PA      | $1564.11       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | US 10YR FUT OPTN  Jan23C   110 LONG                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        264 | NC      | $944625.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.125000% 07/03/2023           | CUSIP: 00774MAF2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |     262000 | PA      | $259645.71     | 0.00%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST                                                      | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2022-A A3                 | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1765000 | PA      | $1724696.23    | 0.02%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB4638                                                         | CUSIP: 3140QQEL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2224776 | PA      | $2282311.68    | 0.03%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.194000% 07/23/2030                                     | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1021175.91    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB8773                                                        | CUSIP: 3133AFXA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     218648 | PA      | $183121.82     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                                       | EQT CORP 7.000000% 02/01/2030                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $946852.73     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                              | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.875000% 02/07/2025            | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     720000 | PA      | $675596.53     | 0.01%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2014-1 NAVSL 2014-1 A3                                 | CUSIP: 63938EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2647511 | PA      | $2561977.39    | 0.03%             | 2031-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0206C4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3419000 | PA      | $2909355.31    | 0.04%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL 2019-C16 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C16 A2                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     896000 | PA      | $784960.42     | 0.01%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5020                                                      | CUSIP: 36179TSH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     228659 | PA      | $221932.06     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1673699.80    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                          | KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052                                   | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $3273973.16    | 0.04%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 1.700000% 05/28/2030                                                   | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     680000 | PA      | $562898.61     | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 888268                                                         | CUSIP: 31410FZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1664 | PA      | $1750.36       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 3.375000% 05/03/2024                                          | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     540000 | PA      | $529365.84     | 0.01%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB8604                                                        | CUSIP: 3133AFRZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     305821 | PA      | $256130.46     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     489405 | PA      | $462127.72     | 0.01%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 90DAY EURO$ FUTR  MAR25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |       -560 | NC      | $-135317000.00 | -1.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4747                                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      18112 | PA      | $18575.82      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                       | WESTERN MIDSTREAM OPERATING LP 3.350000% 02/01/2025                               | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     330000 | PA      | $316308.30     | 0.00%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 5.900000% 11/15/2063                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     814000 | PA      | $900343.37     | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 2.259000% 03/25/2028                                             | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     795000 | PA      | $666437.32     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     310000 | PA      | $210683.11     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U99091                                                   | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     307188 | PA      | $305216.86     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2185                                                         | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.250000% 08/18/2025                                            | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     960000 | PA      | $921503.54     | 0.01%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 3.000000% 10/23/2026                                             | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1531607.89    | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1629                                                         | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     291377 | PA      | $289192.96     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2                                                                                      | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $2940101.83    | 0.04%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB8144                                                         | CUSIP: 31417FBN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      70927 | PA      | $73177.88      | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                                     | BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1                           | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     889307 | PA      | $818568.47     | 0.01%             | 2049-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.750000% 07/15/2023                                                   | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     715000 | PA      | $710034.28     | 0.01%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1543                                                         | CUSIP: 3140XGWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1885406 | PA      | $1641694.72    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB6912                                                         | CUSIP: 31417DVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     950877 | PA      | $896935.02     | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 889117                                                         | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     158908 | PA      | $163855.88     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048                           | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1095000 | PA      | $994822.39     | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NEW YORK MELLON CORP/THE MTN 3.250000% 09/11/2024                         | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     270000 | PA      | $263008.55     | 0.00%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.250000% 12/15/2025                                 | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    1490000 | PA      | $1444940.00    | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6              | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      76792 | PA      | $70048.53      | 0.00%             | 2033-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED                                                | ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD 144 3.000000% 02/16/2031           | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | NUSS              | IN        |     585000 | PA      | $458330.39     | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-74 EI                                                  | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     397250 | PA      | $66532.65      | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.625000% 01/22/2023                                  | CUSIP: 38141GRD8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     508000 | PA      | $507130.72     | 0.01%             | 2023-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2019-5 NSLT 2019-5 A                                    | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1797915 | PA      | $1560895.03    | 0.02%             | 2067-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1132521.69    | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT9637                                                         | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     352984 | PA      | $344792.71     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 836751                                                         | CUSIP: 31407PTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7497 | PA      | $7784.43       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                                                      | AMMC CLO XIII LTD AMMC 2013-13A A1R2                                              | CUSIP: 00176DAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5028576 | PA      | $4969163.17    | 0.06%             | 2029-07-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 3.419000% 04/15/2033                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $2822729.81    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD3282                                                        | CUSIP: 3133B0UF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1575724 | PA      | $1445539.22    | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH & MCLENNAN COS INC 6.250000% 11/01/2052                                     | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     402000 | PA      | $449239.28     | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA 4.500000% 05/15/2047                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     530000 | PA      | $413327.95     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08711                                                   | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1113900 | PA      | $1037658.07    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2022-L8 MSC 2022-L8 AS                             | CUSIP: 61774LBN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1210000 | PA      | $1028409.25    | 0.01%             | 2055-04-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.400000% 05/03/2023                                                    | CUSIP: 037833AK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94053.45      | 0.00%             | 2023-05-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4613324.63    | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS6541                                                         | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     213708 | PA      | $200118.08     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTON NORTHERN SANTA FE LLC 3.650000% 09/01/2025                             | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $136337.13     | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7727                                                         | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     173138 | PA      | $151440.39     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1831                                                         | CUSIP: 3140XHA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4673468 | PA      | $4456646.98    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.500000% 05/15/2023                                                | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     930000 | PA      | $924045.30     | 0.01%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                                          | PROCTER & GAMBLE CO/THE 3.100000% 08/15/2023                                      | CUSIP: 742718EB1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138156.63     | 0.00%             | 2023-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS1795                                                         | CUSIP: 3138WA7H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      28531 | PA      | $28520.86      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 07/31/2027                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    2275000 | PA      | $2167648.44    | 0.03%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      50138 | PA      | $47446.17      | 0.00%             | 2033-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3                     | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4077000 | PA      | $4013624.67    | 0.05%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2020-CX MORTGAGE TRUST COMM 2020-CX A                                        | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3290000 | PA      | $2586149.57    | 0.03%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2019-25 PA                                                  | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1728360 | PA      | $1584530.04    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                             | RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7                                       | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      22279 | PA      | $18988.53      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -288 | NC      | $-36576000.00  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                                                                         | METLIFE INC 6.400000% 12/15/2036                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1318554.66    | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2020-RR02 BX              | CUSIP: 3137FQXW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2000000 | PA      | $155326.00     | 0.00%             | 2028-08-27      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                             | MISSISSIPPI POWER CO 4.250000% 03/15/2042                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     500000 | PA      | $412857.29     | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5400                                                      | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     705474 | PA      | $709346.74     | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $624090.36     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3094976 | PA      | $2860770.65    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-46 BA                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     253652 | PA      | $265853.04     | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL1300                                                         | CUSIP: 3140HSNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1665000 | PA      | $1650911.19    | 0.02%             | 2029-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027                                      | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1518938.85    | 0.02%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1219827 | PA      | $1107664.27    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                               | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C HALST 2022-C A3                    | CUSIP: 448978AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1715000 | PA      | $1690721.60    | 0.02%             | 2025-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                                       | BLACKSTONE SECURED LENDING FUND 3.625000% 01/15/2026                              | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1168227.52    | 0.02%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786134                                                      | CUSIP: 3622ABV33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1517203 | PA      | $1346906.15    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 6.537000% 08/12/2033                                  | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    9005000 | PA      | $7888768.30    | 0.10%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 2.700000% 05/28/2050                                                   | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $993568.88     | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4510                                                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     320272 | PA      | $301595.88     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB5092                                                        | CUSIP: 3133ABUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     402925 | PA      | $350578.64     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-2 SDART 2021-2 B                      | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1498043 | PA      | $1491317.01    | 0.02%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     312825 | PA      | $295615.14     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C51443                                                   | CUSIP: 31298MS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       2228 | PA      | $2228.80       | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORPORATION                                                                          | PROSPECT CAPITAL CORP 3.706000% 01/22/2026                                        | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $882110.95     | 0.01%             | 2026-01-22      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                               | ROYAL BANK OF CANADA VARIABLE RATE 06/29/2085                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | NUSS              | CA        |     860000 | PA      | $688000.00     | 0.01%             | 2085-06-29      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1038628.23    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM                  | CUSIP: 3137FMU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6800000 | PA      | $430239.40     | 0.01%             | 2029-06-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS9830                                                         | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     497689 | PA      | $479018.79     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA1314                                                         | CUSIP: 3140Q8N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1536526 | PA      | $1479406.05    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.000000% 04/01/2024                                     | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2093639.44    | 0.03%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4119                                                         | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2761910 | PA      | $2288289.79    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     636676 | PA      | $560962.87     | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 06/01/2028                        | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1207946.83    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL5110                                                         | CUSIP: 3138EMVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      74182 | PA      | $74370.06      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 426036                                                       | CUSIP: 36207AHM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        430 | PA      | $429.84        | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2019-BNK19 BANK 2019-BN19 A3                                                 | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     385000 | PA      | $340392.13     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR14 1A4             | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      64521 | PA      | $56287.81      | 0.00%             | 2036-11-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #10 YR TBA                             | CUSIP: ZZZ176802<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     400000 | PA      | $402375.00     | 0.01%             | 2032-11-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 555528                                                         | CUSIP: 31385XD95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        599 | PA      | $624.40        | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 3.750000% 06/15/2027                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     410000 | PA      | $387823.04     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     845000 | PA      | $746551.09     | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA7899                                                        | CUSIP: 3133A2X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     617085 | PA      | $552748.22     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH AND HOSPITALS CORPORATION                                                             | ADVOCATE HEALTH & HOSPITALS CORP 2.211000% 06/15/2030                             | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $2948042.53    | 0.04%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.250000% 03/14/2024                                            | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1190000 | PA      | $1170288.19    | 0.02%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.875000% 11/20/2050                                   | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $714553.83     | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6623                                                         | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     373920 | PA      | $315529.44     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08715                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2984039 | PA      | $2700389.44    | 0.04%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1329134.07    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8315                                                         | CUSIP: 3140XCGZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     283636 | PA      | $243634.07     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1139167.83    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 995072                                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      97080 | PA      | $101928.63     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB3882                                                         | CUSIP: 31417AJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     452562 | PA      | $453708.99     | 0.01%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                                     | GLENCORE FINANCE CANADA LTD 144A 6.900000% 11/15/2037                             | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |     842000 | PA      | $887835.84     | 0.01%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.004000% 12/20/2023                                         | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     195000 | PA      | $194771.60     | 0.00%             | 2023-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                                                                | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1154000 | PA      | $1381534.18    | 0.02%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                          | US BANCORP 1.450000% 05/12/2025                                                   | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1494651.10    | 0.02%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1214093 | PA      | $1078710.73    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4120                                                         | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     411491 | PA      | $355360.71     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST                                                                   | MASTR SEASONED SECURITIZATION TRUST 2004-1 MSSTR 2004-1 4A1                       | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       2076 | PA      | $1967.87       | 0.00%             | 2032-10-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-78 PA                                                  | CUSIP: 3136BJVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1483818 | PA      | $1304802.39    | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 1.722000% 09/14/2027                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |     655000 | PA      | $561153.47     | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA VARIABLE RATE 04/12/2023                                       | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |     400000 | PA      | $399767.71     | 0.01%             | 2023-04-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BK2493                                                      | CUSIP: 3617J2XW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9205                                                         | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     261496 | PA      | $227510.44     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 01/08/2047                 | CUSIP: 455780BY1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     410000 | PA      | $398663.53     | 0.01%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                  | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 TALNT 2022-1A A                       | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1957000 | PA      | $1848530.93    | 0.02%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $3219668.04    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL5579                                                         | CUSIP: 3138ENFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      13560 | PA      | $12839.89      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 4.800000% 12/05/2034                                               | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     187000 | PA      | $190374.18     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.400000% 03/15/2050                                                   | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     370000 | PA      | $267010.05     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5193                                                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     557328 | PA      | $553775.93     | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                       | CSX CORP 4.100000% 11/15/2032                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1819329.09    | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 5.198000% 01/10/2030                                          | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    1220000 | PA      | $1167024.71    | 0.02%             | 2030-01-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD0957                                                        | CUSIP: 3133AXB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1901495 | PA      | $1688918.10    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.188000% 04/28/2026                                           | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1878985.11    | 0.02%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | SEI LIQUIDITY FUND                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    7213093 | NS      | $7199224.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESC7M6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10370000 | PA      | $0.01          | 0.00%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08631                                                   | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     622945 | PA      | $566080.85     | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U90316                                                   | CUSIP: 3132H3K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     371213 | PA      | $358159.21     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.972000% 02/04/2033                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1005370.50    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     660000 | PA      | $463089.41     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BM7534                                                      | CUSIP: 3617JYLP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     122510 | PA      | $117032.89     | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     210000 | PA      | $186128.14     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO 5.600000% 10/15/2032                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     394000 | PA      | $378678.45     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 3.500000% 02/12/2035                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     460000 | PA      | $427625.57     | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                               | BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025                                      | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |     760000 | PA      | $694770.81     | 0.01%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-124 AS                          | CUSIP: 38378H4E3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     329250 | PA      | $34358.99      | 0.00%             | 2042-10-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 560458                                                         | CUSIP: 31386DTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        209 | PA      | $208.22        | 0.00%             | 2030-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                                | MACQUARIE BANK LTD 144A 3.624000% 06/03/2030                                      | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | NUSS              | AU        |     765000 | PA      | $619379.50     | 0.01%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 4.000000% 09/01/2036                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     652000 | PA      | $580890.36     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.750000% 04/01/2030                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     610000 | PA      | $563618.10     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.355000% 03/15/2032                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     826000 | PA      | $663054.84     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 1.678000% 05/15/2024                                                | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     800000 | PA      | $786404.23     | 0.01%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                         | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     858444 | PA      | $789632.00     | 0.01%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7473                                                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     190073 | PA      | $172604.23     | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     230000 | PA      | $172568.63     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 1G2539                                               | CUSIP: 3128QSZC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      10224 | PA      | $10046.09      | 0.00%             | 2036-10-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                                 | VODAFONE GROUP PLC 5.250000% 05/30/2048                                           | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    2370000 | PA      | $2128414.97    | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2014-USA OA LLC CSMC 2014-USA B                                              | CUSIP: 12649AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3900000 | PA      | $3357156.66    | 0.04%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1993-149 SH                                                 | CUSIP: 31359B6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2620 | PA      | $2681.41       | 0.00%             | 2023-08-25      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 562712                                                         | CUSIP: 31386GDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      10210 | PA      | $10222.55      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.250000% 04/01/2050                                              | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     630000 | PA      | $518592.23     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                                    | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     923117 | PA      | $762931.83     | 0.01%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 4.750000% 02/15/2044                                  | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     366000 | PA      | $286251.98     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                         | PEPSICO INC 2.625000% 03/19/2027                                                  | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74530.28      | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6942                                                         | CUSIP: 3140JBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     749066 | PA      | $698451.38     | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT9657                                                         | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     287695 | PA      | $281019.26     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4072                                                      | CUSIP: 36179SQZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     168690 | PA      | $173638.58     | 0.00%             | 2046-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5309                                                         | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     348434 | PA      | $300013.04     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5649                                                         | CUSIP: 3140L4H36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     443561 | PA      | $369022.71     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 11/15/2042                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23990000 | PA      | $24102453.13   | 0.31%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                             | AGREE LP 2.000000% 06/15/2028                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1256528.93    | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2958000 | PA      | $2823387.87    | 0.04%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4                               | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     788000 | PA      | $791361.14     | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 DC                           | CUSIP: 38383PHZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1741913 | PA      | $1508925.39    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2022-28 CA                                                  | CUSIP: 3136BMN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1648551 | PA      | $1459598.84    | 0.02%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2409816 | PA      | $1974091.23    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                                             | DLLST 2022-1 LLC DLLST 2022-1A A3                                                 | CUSIP: 23292GAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4055000 | PA      | $3933856.06    | 0.05%             | 2025-01-21      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 937358                                                         | CUSIP: 31412WZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     212676 | PA      | $223766.68     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8816                                                         | CUSIP: 3138WJYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     891825 | PA      | $868644.66     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                                                              | KGS-ALPHA SBA COOF TRUST 2012-2 KSBA 2012-2 A                                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     607393 | PA      | $8858.83       | 0.00%             | 2038-08-25      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1416886.18    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                                                      | CD 2006-CD2 MORTGAGE TRUST CD 2006-CD2 X                                          | CUSIP: 12513XAN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     256202 | PA      | $0.15          | 0.00%             | 2046-01-15      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                          | WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14 T WFMBS 2005-AR14 A1             | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      16577 | PA      | $15507.87      | 0.00%             | 2035-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1017386.85    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/CAD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-19688.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5634                                                         | CUSIP: 3140L4HL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     343520 | PA      | $285476.56     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849198                                               | CUSIP: 31300MGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     248696 | PA      | $248949.88     | 0.00%             | 2043-11-01      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 2.350000% 05/06/2025                                             | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     180000 | PA      | $168858.36     | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2956                                                         | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1064659 | PA      | $1054130.23    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1240                                                         | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     551363 | PA      | $506057.40     | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 434315                                                       | CUSIP: 36207KN89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2259 | PA      | $2329.79       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                                                | OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR                                          | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1730000 | PA      | $1671716.30    | 0.02%             | 2037-02-24      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1507549 | PA      | $1313455.69    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 A4                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1695000 | PA      | $1533800.25    | 0.02%             | 2055-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                                  | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     375000 | PA      | $299101.86     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K142 X1                   | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6798363 | PA      | $156549.30     | 0.00%             | 2032-03-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08843                                                   | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1051012 | PA      | $1042751.76    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   13510000 | PA      | $12705732.81   | 0.16%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LIMITED                                                                       | PARK AEROSPACE HOLDINGS LTD 144A 5.500000% 02/15/2024                             | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | NUSS              | IE        |     238000 | PA      | $234499.28     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR19 A1A1            | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3252590 | PA      | $2974954.19    | 0.04%             | 2045-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                                            | NIKE INC 2.750000% 03/27/2027                                                     | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     640000 | PA      | $601496.25     | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SC0326                                                        | CUSIP: 3132D9LF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2862000 | PA      | $2445444.17    | 0.03%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 4.194000% 04/01/2031                                  | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    1490000 | PA      | $1129585.64    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B NAVSL 2020-BA A2                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     806202 | PA      | $730869.73     | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2019-LTV3 JPMMT 2019-LTV3 B2                             | CUSIP: 46651HBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     940006 | PA      | $802795.20     | 0.01%             | 2050-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                                        | GOLUB CAPITAL PARTNERS CLO 25M LTD GOCAP 2015-25A AR                              | CUSIP: 38175NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1799341 | PA      | $1766814.41    | 0.02%             | 2030-05-05      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5435000 | PA      | $3574149.43    | 0.05%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    1885000 | PA      | $1598751.70    | 0.02%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS0039                                                         | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1339751 | PA      | $1227929.73    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-C NAVSL 2018-CA A2                 | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      73065 | PA      | $71526.02      | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08800                                                   | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1264424 | PA      | $1181278.30    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0319                                                         | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4797286 | PA      | $4634091.91    | 0.06%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                                                    | DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A3 A3                               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          |  | US        |    3355000 | PA      | $3219852.21    | 0.04%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.526000% 03/24/2028                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7647000 | PA      | $7103268.09    | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2452221.90    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 3.125000% 07/01/2050                                   | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $928873.76     | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                   | INTESA SANPAOLO SPA MTN 5.710000% 01/15/2026                                      | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    1260000 | PA      | $1217345.64    | 0.02%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS7533                                                         | CUSIP: 3138WHLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     883546 | PA      | $799192.47     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP 5.150000% 09/09/2052                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     769000 | PA      | $758913.68     | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA7804                                                        | CUSIP: 3133KPU55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1435415 | PA      | $1452331.76    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                   | RATE MORTGAGE TRUST 2021-HB1 RATE 2021-HB1 A1                                     | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5330308 | PA      | $4305055.22    | 0.06%             | 2051-12-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                          | NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025                            | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     550000 | PA      | $497841.28     | 0.01%             | 2025-06-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                        | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     708000 | PA      | $665626.20     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G61859                                                   | CUSIP: 31335CB45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3156684 | PA      | $2858799.15    | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                           | AKER BP ASA 144A 3.100000% 07/15/2031                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    2318000 | PA      | $1910138.67    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2022-C HART 2022-C A3                              | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4459000 | PA      | $4491531.08    | 0.06%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV3208                                                         | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1183930 | PA      | $985043.07     | 0.01%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2006-16 GS                           | CUSIP: 38374MJ26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     240030 | PA      | $18005.92      | 0.00%             | 2036-04-20      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A                  | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1616107 | PA      | $1362863.78    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP7313                                                         | CUSIP: 3140KFDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     428409 | PA      | $381311.78     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7194                                                      | CUSIP: 36179V7F1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     683883 | PA      | $623603.85     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 WFRBS 2014-C19 XA                        | CUSIP: 92938VAW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3035724 | PA      | $25598.43      | 0.00%             | 2047-03-15      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 605731                                                       | CUSIP: 36200N4Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      17209 | PA      | $17778.45      | 0.00%             | 2034-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA6943                                                         | CUSIP: 3140QEWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4652349 | PA      | $3857585.05    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0307                                                         | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1563644 | PA      | $1421201.49    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                           | CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     810000 | PA      | $744630.98     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/CNY SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-851.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.500000% 06/01/2027                                           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     620000 | PA      | $618900.90     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                           | SWEDBANK AB 144A 1.300000% 06/02/2023                                             | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |     930000 | PA      | $910897.80     | 0.01%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-9 CB                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     657416 | PA      | $672021.10     | 0.01%             | 2042-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 A3              | CUSIP: 46644FAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2827367 | PA      | $2678795.53    | 0.03%             | 2048-10-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV7897                                                         | CUSIP: 3140MMX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2902777 | PA      | $2832989.75    | 0.04%             | 2052-08-01      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | REPUBLIC OF INDONESIA 4.650000% 09/20/2032                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1608000 | PA      | $1578837.78    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-115 MI                          | CUSIP: 38382T4P6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     530247 | PA      | $59619.17      | 0.00%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   47980000 | PA      | $44763840.63   | 0.58%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 924874                                                         | CUSIP: 31412GQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3166 | PA      | $3155.53       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012-CR3 A3                                   | CUSIP: 12624PAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     137271 | PA      | $134525.28     | 0.00%             | 2045-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PNC BANK, NATIONAL ASSOCIATION                                                                        | PNC BANK NA 3.875000% 04/10/2025                                                  | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     910000 | PA      | $885123.89     | 0.01%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 5.100000% 11/15/2027                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2037000 | PA      | $2095251.58    | 0.03%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.910000% 05/24/2033                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2069000 | PA      | $1969923.72    | 0.03%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 5.150000% 05/01/2030                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1209782.42    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AW1555                                                         | CUSIP: 3138XQWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      14727 | PA      | $14516.04      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G05713                                                   | CUSIP: 3128M7VE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      93520 | PA      | $97166.40      | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                                   | STWD 2022-FL3 LTD STWD 2022-FL3 A                                                 | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $192026.20     | 0.00%             | 2038-11-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 144A 4.625000% 03/15/2052                                                 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1546456.22    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2021-NQM3 TRUST OBX 2021-NQM3 A1                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1139542 | PA      | $855071.49     | 0.01%             | 2061-07-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.250000% 02/01/2035                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1691009.91    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                  | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2019-1 TALNT 2019-1A A                       | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     885000 | PA      | $847291.30     | 0.01%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                              | SIERRA TIMESHARE 2018-3 RECEIVABLES FUNDING LLC SRFC 2018-3A B                    | CUSIP: 82653GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     945810 | PA      | $924876.95     | 0.01%             | 2035-09-20      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                                                                          | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $113259.15     | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SPRINT CAPITAL CORPORATION                                                                            | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     200000 | PA      | $239130.00     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C01353                                                   | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      25056 | PA      | $26709.56      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                                                    | CI FINANCIAL CORP 4.100000% 06/15/2051                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |    2015000 | PA      | $1218847.97    | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP 5.250000% 05/01/2050                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3974124.97    | 0.05%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4161 BA                                                    | CUSIP: 3137AYKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2703784 | PA      | $2551819.72    | 0.03%             | 2041-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785218                                                      | CUSIP: 3622AAVK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     727348 | PA      | $614881.22     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 941261                                                         | CUSIP: 31413CFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      65166 | PA      | $67720.33      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                                         | WORKDAY INC 3.500000% 04/01/2027                                                  | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     360000 | PA      | $340329.20     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4764741 | PA      | $4106827.66    | 0.05%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2018-3 JPMMT 2018-3 A1                                   | CUSIP: 46649TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     378861 | PA      | $332250.03     | 0.00%             | 2048-09-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                                   | SUZANO AUSTRIA GMBH 6.000000% 01/15/2029                                          | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |    2540000 | PA      | $2520188.00    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784905                                                      | CUSIP: 3622AAKS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     635265 | PA      | $577577.45     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 940748                                                         | CUSIP: 31413BTD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     151517 | PA      | $156626.37     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2399 XG                                                    | CUSIP: 31339MXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      18421 | PA      | $19001.69      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                                      | CANADIAN NATIONAL RAILWAY CO 3.850000% 08/05/2032                                 | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    1151000 | PA      | $1080950.81    | 0.01%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 465555                                                       | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        592 | PA      | $610.04        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                                  | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1A1                                  | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      20137 | PA      | $19292.19      | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 600711                                                       | CUSIP: 36200GKY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5878 | PA      | $6060.71       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                  | GLENCORE FUNDING LLC 144A 4.125000% 05/30/2023                                    | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $49643.71      | 0.00%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 310205                                                         | CUSIP: 31374CR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2763775 | PA      | $2587524.84    | 0.03%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 NI                           | CUSIP: 38382EDT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     299721 | PA      | $45767.03      | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST                                                                         | MASTR REPERFORMING LOAN TRUST 2005-2 MARP 2005-2 1A1F                             | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     196334 | PA      | $104233.12     | 0.00%             | 2035-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 636885                                                         | CUSIP: 31389VRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     102518 | PA      | $104797.51     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                                     | PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021-SFR3 A                                   | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6183742 | PA      | $5422337.17    | 0.07%             | 2026-05-17      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5819                                                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     133374 | PA      | $134071.69     | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                                                                       | HALSEYPOINT CLO 3 LTD HLSY 2020-3A A1A                                            | CUSIP: 40638UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $683873.40     | 0.01%             | 2032-11-30      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                                | BERKSHIRE HATHAWAY FINANCE CORP 4.250000% 01/15/2049                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1128012.14    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9485                                                        | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     166020 | PA      | $139354.36     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    1551579 | PA      | $1310222.67    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1862536.35    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1994-63 PK                                                  | CUSIP: 31359HNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      15791 | PA      | $15849.16      | 0.00%             | 2024-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                       | FOX CORP 4.709000% 01/25/2029                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     210000 | PA      | $202945.21     | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2062291.49    | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7545                                                        | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5338085 | PA      | $4638077.71    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SMB 2021-D A1A                            | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3690931 | PA      | $3266876.82    | 0.04%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                                     | EVERSOURCE ENERGY 4.600000% 07/01/2027                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2207408.49    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZN4101                                                        | CUSIP: 3131YARW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     145637 | PA      | $146500.83     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM1914                                                         | CUSIP: 3140X5DU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      73515 | PA      | $70693.78      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                                                                 | BROKER: GOLDMAN SACHS PAY: 3.85% FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   25630000 | NC      | $-588259.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14575000 | PA      | $9584770.54    | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL5890                                                         | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     770575 | PA      | $772524.96     | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA JAN                             | CUSIP: 21H030617<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    4500000 | PA      | $4066649.37    | 0.05%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.950000% 06/15/2028                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125753.77     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 1.700000% 11/15/2023                                  | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2790411.16    | 0.04%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                                                                 | BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032                   | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     953000 | PA      | $917318.54     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046                               | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     170000 | PA      | $143575.81     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 4.350000% 09/08/2026                                           | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     235000 | PA      | $228796.68     | 0.00%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9174                                                         | CUSIP: 3140XDFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     184599 | PA      | $153309.76     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 776708                                                         | CUSIP: 31404R3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8610 | PA      | $8878.32       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                                   | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4                         | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     994000 | PA      | $1008398.49    | 0.01%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1079588 | PA      | $1006284.81    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.974000% 02/07/2030                                     | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2073829.02    | 0.03%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                  | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $972594.87     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA                         | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   13533867 | PA      | $386665.28     | 0.01%             | 2049-11-15      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 710087                                                      | CUSIP: 36297E2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     121325 | PA      | $119321.04     | 0.00%             | 2061-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2016-M11 AL                                                   | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     140749 | PA      | $126650.92     | 0.00%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3183                                                         | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     607270 | PA      | $587082.07     | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN AB9108                                                       | CUSIP: 36178WDM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     596817 | PA      | $553949.74     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                       | FX Forward Contract: CAD/USD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |          1 | NC      | $102285.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESCR36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4040000 | PA      | $0.01          | 0.00%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.250000% 10/01/2027                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2525189.50    | 0.03%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $1822858.93    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    1060000 | PA      | $1123675.33    | 0.01%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (JANUARY)                                             | CUSIP: 21H042612<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2900000 | PA      | $2840074.20    | 0.04%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 2.950000% 12/01/2022                                          | CUSIP: 036752AF0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     560000 | PA      | $560000.00     | 0.01%             | 2022-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1221                                                         | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      22030 | PA      | $21888.44      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6130                                                         | CUSIP: 3140LGY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $97827.94      | 0.00%             | 2032-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY L.P.                                                                                | PHYSICIANS REALTY LP 2.625000% 11/01/2031                                         | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1041578.07    | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-A NAVSL 2018-A A2                  | CUSIP: 63940PAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      48304 | PA      | $47883.50      | 0.00%             | 2042-02-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4617                                                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     130450 | PA      | $131705.85     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2022-ACB A               | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1550000 | PA      | $1495618.56    | 0.02%             | 2039-03-15      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 2.500000% 07/15/2031                                             | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1201000 | PA      | $979949.28     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 496685                                                       | CUSIP: 36210MXN6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       8014 | PA      | $8261.64       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 9.016000% 11/15/2033                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     560000 | PA      | $568549.79     | 0.01%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.000000% 07/31/2028                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    8800000 | PA      | $7545656.27    | 0.10%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 5.610000% 09/29/2026                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3080763.63    | 0.04%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NEW YORK MELLON CORP/THE MTN 3.250000% 05/16/2027                         | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     270000 | PA      | $256388.19     | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 4.700000% 04/15/2048                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1139315.26    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7869                                                         | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     167604 | PA      | $145451.41     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                          | KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026                                   | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1054990.33    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 2.188000% 04/30/2026                                             | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4750112.36    | 0.06%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 595064                                                       | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6820 | PA      | $7031.54       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-48 AB                                                  | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1045133 | PA      | $891290.36     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G20028                                                   | CUSIP: 31283LA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      56352 | PA      | $58076.03      | 0.00%             | 2036-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1A                               | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1087338 | PA      | $906842.36     | 0.01%             | 2069-12-26      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 4.300000% 06/01/2025                                            | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1088663.24    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                                        | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3                 | CUSIP: 61772LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   10033399 | PA      | $8103534.81    | 0.11%             | 2051-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5117                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3901069 | PA      | $3249608.95    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0338                                                         | CUSIP: 3140XFLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1824892 | PA      | $1627305.32    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                                 | NEXTERA ENERGY CAPITAL HOLDINGS INC 0.650000% 03/01/2023                          | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1083792.58    | 0.01%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 422744                                                       | CUSIP: 36206VS99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2491 | PA      | $2573.22       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 599799                                                       | CUSIP: 36200FKL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      16769 | PA      | $17313.21      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B                                 | CUSIP: 81747LCE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2320258 | PA      | $2188225.16    | 0.03%             | 2048-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0163                                                         | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1045810 | PA      | $1056385.91    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     689000 | PA      | $586765.42     | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                                | PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042                                    | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    1220000 | PA      | $1178337.02    | 0.02%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2020-EXP3 TRUST OBX 2020-EXP3 2A1A                                            | CUSIP: 67448WBB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     101480 | PA      | $100975.32     | 0.00%             | 2060-01-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 SL                            | CUSIP: 38376T2W1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      49562 | PA      | $4826.07       | 0.00%             | 2040-01-16      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5794                                                        | CUSIP: 3133KMNK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     818256 | PA      | $778161.83     | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A3                              | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2641000 | PA      | $2512032.31    | 0.03%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                                     | PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026                                 | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     180000 | PA      | $160677.75     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 4.950000% 09/15/2052                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1584347.23    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                                       | NORDEA BANK ABP 144A 1.000000% 06/09/2023                                         | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |    1370000 | PA      | $1341104.78    | 0.02%             | 2023-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                             | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1231720.51    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU 3.550000% 03/10/2051                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     240000 | PA      | $174190.98     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8623                                                         | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     360298 | PA      | $325180.13     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q47434                                                   | CUSIP: 3132WMHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     113512 | PA      | $112119.57     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                              | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 AMCAR 2022-1 A3                   | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     682000 | PA      | $657243.88     | 0.01%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 X1                   | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2995882 | PA      | $70707.92      | 0.00%             | 2027-12-25      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    3938000 | PA      | $3738178.71    | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                              | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $892882.46     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                                                                     | ABPCI DIRECT LENDING FUND CLO X LP ABPCI 2020-10A A1A                             | CUSIP: 000848AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2420000 | PA      | $2380575.78    | 0.03%             | 2032-01-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3558                                                         | CUSIP: 3140X65U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1551456 | PA      | $1412528.07    | 0.02%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 3.750000% 03/18/2028                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    2160000 | PA      | $1973009.21    | 0.03%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 587033                                                       | CUSIP: 36201MEE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      14852 | PA      | $15441.06      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                             | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     320000 | PA      | $350861.38     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 604735                                                       | CUSIP: 36200MY80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      34153 | PA      | $36226.02      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2022-M13 A2                                                   | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1579000 | PA      | $1355478.02    | 0.02%             | 2032-06-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6917                                                         | CUSIP: 3140LHVK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     400000 | PA      | $395540.52     | 0.01%             | 2032-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 351408                                                       | CUSIP: 36203KKV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2105 | PA      | $2174.23       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        359 | NC      | $40746500.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1751                                                        | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     196725 | PA      | $170348.20     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039                            | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     145000 | PA      | $149078.66     | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.400000% 04/01/2030                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     450000 | PA      | $411180.62     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                                           | PARKER-HANNIFIN CORP 4.250000% 09/15/2027                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1929954.08    | 0.03%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375000% 03/24/2027                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1700104.94    | 0.02%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2020-2 VERUS 2020-2 A1                                 | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     361341 | PA      | $346009.40     | 0.00%             | 2060-05-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2013-GC16 GSMS 2013-GC16 B                           | CUSIP: 36248GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     390000 | PA      | $379278.51     | 0.00%             | 2046-11-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 SA                           | CUSIP: 38375GB83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     262331 | PA      | $26323.61      | 0.00%             | 2042-08-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 1.197000% 10/24/2026                                     | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     385000 | PA      | $341771.56     | 0.00%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   13275921 | PA      | $12921204.99   | 0.17%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 02/09/2023                                                | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4340000 | PA      | $4305437.46    | 0.06%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1                                   | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1387025 | PA      | $1276695.41    | 0.02%             | 2059-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (JANUARY)                                             | CUSIP: 21H060614<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2400000 | PA      | $2445736.15    | 0.03%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR4 A6               | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2142480 | PA      | $1987786.98    | 0.03%             | 2034-06-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN6482                                                      | CUSIP: 3617F6FX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     192658 | PA      | $173900.39     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1442                                                         | CUSIP: 3140XGS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5993047 | PA      | $5405588.52    | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -233 | NC      | $-27879906.25  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 955183                                                         | CUSIP: 31413TUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      12536 | PA      | $12578.34      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C1 JPMBB 2013-C17 A4              | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     505000 | PA      | $494710.27     | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67703                                                   | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3314611 | PA      | $3104242.91    | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   33900000 | PA      | $29022902.60   | 0.38%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6165000 | PA      | $4777018.19    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1760000 | PA      | $1843307.84    | 0.02%             | 2055-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025                   | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     190000 | PA      | $181822.90     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                                 | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1159372.93    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781607                                                       | CUSIP: 36225BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4128 | PA      | $4397.16       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                                            | 3M CO 2.375000% 08/26/2029                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $1994918.31    | 0.03%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     335000 | PA      | $305847.68     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026                                    | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93000.00      | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 2.375000% 05/20/2031                                           | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     776000 | PA      | $656950.64     | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                                 | ARI FLEET LEASE TRUST 2022-A ARIFL 2022-A A2                                      | CUSIP: 00217QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1570000 | PA      | $1536449.73    | 0.02%             | 2031-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     865000 | PA      | $755707.43     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                 | AIR LEASE CORP 3.375000% 07/01/2025                                               | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     490000 | PA      | $462402.96     | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 5.200000% 03/01/2047                                                      | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     320000 | PA      | $276833.82     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4742 PA                                                    | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1402132 | PA      | $1287485.94    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G61748                                                   | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5139874 | PA      | $4806157.80    | 0.06%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.478000% 04/04/2031                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $5571767.78    | 0.07%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 894203                                                         | CUSIP: 31410QNU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7509 | PA      | $7743.18       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                          | MID-AMERICA APARTMENTS LP 3.950000% 03/15/2029                                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     705000 | PA      | $661654.53     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031                                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     741000 | PA      | $626427.96     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                                                                   | DANAHER CORP 2.600000% 10/01/2050                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     869000 | PA      | $572927.42     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 1.700000% 09/15/2028                                               | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     900000 | PA      | $765633.71     | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                               | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-1 AHM 2005-1 1A2                     | CUSIP: 02660TDA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     518130 | PA      | $505720.51     | 0.01%             | 2045-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 2.250000% 02/01/2032                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2432620.35    | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                   | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-RPL1 GSMBS 2021-RPL1 A2             | CUSIP: 36261WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1111000 | PA      | $880025.54     | 0.01%             | 2060-12-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6914                                                         | CUSIP: 3140LHVG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     200000 | PA      | $200673.77     | 0.00%             | 2032-11-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6217                                                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1032742 | PA      | $914788.94     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 5.500000% 11/15/2032                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3374316.52    | 0.04%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     945000 | PA      | $887643.11     | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 2.375000% 07/15/2031                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $792695.12     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028                                | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    4421000 | PA      | $4075335.85    | 0.05%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0513                                                         | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     964242 | PA      | $866026.73     | 0.01%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA5770                                                        | CUSIP: 3133A0MT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      46672 | PA      | $42180.67      | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                           | VOLKSWAGEN AUTO LEASE TRUST 2022-A VWALT 2022-A A3                                | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1135000 | PA      | $1104315.62    | 0.01%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 0.864000% 10/21/2025                                           | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1328730.24    | 0.02%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8146                                                        | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    4263093 | PA      | $3523171.58    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1456                                                         | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3697919 | PA      | $3329903.13    | 0.04%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BD8104                                                         | CUSIP: 3140FGAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      84105 | PA      | $75905.90      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     385143 | PA      | $353735.69     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 602117                                                       | CUSIP: 36200H4A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        268 | PA      | $276.03        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1589967 | PA      | $1332860.22    | 0.02%             | 2066-11-25      | Floating      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 04/30/2027                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    4745000 | PA      | $4527026.56    | 0.06%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 4.000000% 07/23/2025                                           | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     580000 | PA      | $568114.00     | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                           | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3168978.90    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                           | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2005-3 CX                | CUSIP: 9393365L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     130318 | PA      | $21557.90      | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2015-CCRE27 MORTGAGE TRUST COMM 2015-CR27 A3                                 | CUSIP: 12635QBF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6899599 | PA      | $6549537.32    | 0.08%             | 2048-10-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 512844                                                       | CUSIP: 36211GWD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      19729 | PA      | $20346.25      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 A3                        | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     573000 | PA      | $481026.85     | 0.01%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1561                                                         | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1545784 | PA      | $1467459.21    | 0.02%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU8741                                                         | CUSIP: 3140MAWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2416060 | PA      | $2406267.36    | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN9873                                                      | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     578072 | PA      | $526995.55     | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 1.125000% 05/11/2025                                                    | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1589192.09    | 0.02%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 893674                                                         | CUSIP: 31410P2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        257 | PA      | $264.28        | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                 | REGENCY CENTERS LP 2.950000% 09/15/2029                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1618444.21    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14380000 | PA      | $10473246.06   | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849218                                               | CUSIP: 31300MG31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     521885 | PA      | $527285.19     | 0.01%             | 2044-01-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 4.350000% 11/01/2042                                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $423172.58     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                      | WELLTOWER INC 4.500000% 01/15/2024                                                | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     183000 | PA      | $181305.01     | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032                    | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    2745000 | PA      | $2637340.14    | 0.03%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ7048                                                         | CUSIP: 3138MNZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      26129 | PA      | $25522.78      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5201 CA                                                    | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2002422 | PA      | $1801549.64    | 0.02%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     384000 | PA      | $293685.68     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA9358                                                         | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     589902 | PA      | $524129.51     | 0.01%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 2.300000% 02/01/2032           | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1499498.78    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1004877 | PA      | $965439.89     | 0.01%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3                     | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1860000 | PA      | $1831087.04    | 0.02%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 2.250000% 07/01/2030                                   | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     680000 | PA      | $570984.36     | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 5.300000% 05/06/2044                                                | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     255000 | PA      | $236654.54     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK PARK CLO LTD                                                                                | SOUTHWICK PARK CLO LLC STHWK 2019-4A A1R                                          | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5170000 | PA      | $5059155.20    | 0.07%             | 2032-07-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING                                                                               | BALBOA BAY LOAN FUNDING 2021-2 LTD BOBA 2021-2A A1                                | CUSIP: 05766GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1230000 | PA      | $1178587.23    | 0.02%             | 2035-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2009557.23    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                                   | SOUTHWESTERN ELECTRIC POWER CO 2.750000% 10/01/2026                               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $913875.91     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC0041                                                        | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     312996 | PA      | $260684.91     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                                     | PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     720000 | PA      | $575322.67     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVP CLO LTD                                                                                           | MKS CLO 2017-2 LTD MKS 2017-2A A                                                  | CUSIP: 12662CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1480690.50    | 0.02%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                              | CELANESE US HOLDINGS LLC 6.330000% 07/15/2029                                     | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1916943.51    | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5227                                                         | CUSIP: 3140J9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2162420 | PA      | $2183067.53    | 0.03%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US 10YR FUT OPTN  Jan23C 111.5                                                                        | US 10YR FUT OPTN  Jan23C 111.5 SHORT                                              | CUSIP: 018YVNJG1<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -706 | NC      | $-1599531.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 377961                                                       | CUSIP: 36204RZ27<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         94 | PA      | $96.74         | 0.00%             | 2024-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                             | BPR TRUST 2022-STAR BPR 2022-STAR A                                               | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4600000 | PA      | $4523173.10    | 0.06%             | 2024-08-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                                                             | GE HEALTHCARE HOLDING LLC 144A 5.650000% 11/15/2027                               | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2004000 | PA      | $2043774.29    | 0.03%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                        | SMRT 2022-MINI SMRT 2022-MINI A                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2030000 | PA      | $1947297.60    | 0.03%             | 2039-01-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM4897                                                         | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     580393 | PA      | $547397.91     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BC1509                                                         | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     315901 | PA      | $285689.96     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                  | AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUS 3.375000% 05/01/2027           | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84483 | PA      | $70381.83      | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM3560                                                         | CUSIP: 3140J75W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     432109 | PA      | $422085.15     | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IN                          | CUSIP: 38382HY87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     481307 | PA      | $69792.76      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A               | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    7100000 | PA      | $7008330.48    | 0.09%             | 2036-05-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2006-104 MI                                                 | CUSIP: 31396LLQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     172543 | PA      | $10103.14      | 0.00%             | 2036-11-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1621017.29    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3700000 | PA      | $3274314.48    | 0.04%             | 2171-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     416000 | PA      | $522338.52     | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    2142000 | PA      | $1927654.49    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 3621 SB                                                    | CUSIP: 31398W2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      52938 | PA      | $5149.19       | 0.00%             | 2040-01-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1632618 | PA      | $1414724.19    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                                   | AES CORP/THE 1.375000% 01/15/2026                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     825000 | PA      | $732890.22     | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG H00790                                                   | CUSIP: 3128MS2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      14095 | PA      | $14020.11      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPG TRUST                                                                                             | OPG TRUST 2021-PORT OPG 2021-PORT A                                               | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2837449 | PA      | $2691655.10    | 0.03%             | 2036-10-15      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1201243.76    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5                                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3837171 | PA      | $3699599.67    | 0.05%             | 2037-03-23      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                      | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     725000 | PA      | $549456.79     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                                    | WENDY'S FUNDING LLC WEN 2021-1A A2I                                               | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3989500 | PA      | $3205280.00    | 0.04%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD9170                                                        | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1917105 | PA      | $1647221.71    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CO7322                                                      | CUSIP: 3617FKD38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     762301 | PA      | $694904.85     | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12950000 | PA      | $11853296.88   | 0.15%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 A2                     | CUSIP: 80286MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1572242 | PA      | $1564492.87    | 0.02%             | 2026-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048                           | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1530000 | PA      | $1390025.81    | 0.02%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     830000 | PA      | $615608.60     | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                               | BOARDWALK PIPELINES LP 3.400000% 02/15/2031                                       | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     320000 | PA      | $270510.85     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G61592                                                   | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     172983 | PA      | $155405.79     | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                   | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1687903.96    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 553377                                                       | CUSIP: 36213FXE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       9668 | PA      | $9981.60       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5725904 | PA      | $5071233.52    | 0.07%             | 2045-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    1590000 | PA      | $1343374.13    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2018-4 JPMMT 2018-4 A1                                   | CUSIP: 46649CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     297311 | PA      | $260193.41     | 0.00%             | 2048-10-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG K90756                                                   | CUSIP: 3132J2ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     481672 | PA      | $465654.98     | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B                                       | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $887478.32     | 0.01%             | 2083-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     119000 | PA      | $91409.86      | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                                                                    | BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |      40000 | PA      | $39653.46      | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                                                           | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     525000 | PA      | $534931.90     | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                             | CIM TRUST 2021-R6 CIM 2021-R6 A1                                                  | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2383377 | PA      | $2092006.80    | 0.03%             | 2061-07-25      | Floating      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0965                                                        | CUSIP: 3132DNCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3231640 | PA      | $2974331.39    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785220                                                      | CUSIP: 3622AAVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     671363 | PA      | $569168.30     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 5.200000% 12/01/2047                                                      | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     470000 | PA      | $403634.28     | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA3633                                                         | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5652614 | PA      | $5265110.80    | 0.07%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL-MYERS SQUIBB CO 2.950000% 03/15/2032                                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     500000 | PA      | $441261.08     | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5587                                                         | CUSIP: 3140L4F53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     338148 | PA      | $282868.44     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19615                                                   | CUSIP: 3132JBDV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     256092 | PA      | $251372.60     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE2310                                                         | CUSIP: 3140FMR81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1555491 | PA      | $1404486.73    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2601857 | PA      | $2216016.58    | 0.03%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-190 IO                          | CUSIP: 38380JKP2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2483306 | PA      | $86665.90      | 0.00%             | 2060-03-16      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                                                  | VITERRA FINANCE BV 144A 5.250000% 04/21/2032                                      | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | NUSS              | NL        |    2460000 | PA      | $2172761.81    | 0.03%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.750000% 02/15/2027                   | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180414.00     | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0483                                                         | CUSIP: 3140XFRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     186560 | PA      | $171663.04     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2067486.49    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 C                                  | CUSIP: 12591KAK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      90000 | PA      | $60750.00      | 0.00%             | 2046-10-10      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW1302                                                         | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1941000 | PA      | $1896692.83    | 0.02%             | 2052-11-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| MED TRUST                                                                                             | MED TRUST 2021-MDLN MED 2021-MDLN A                                               | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3109000 | PA      | $2968749.28    | 0.04%             | 2038-11-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST                                                                         | MASTR REPERFORMING LOAN TRUST 2005-1 MARP 2005-1 1A1                              | CUSIP: 576436AR0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1107073 | PA      | $711636.80     | 0.01%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AY6181                                                         | CUSIP: 3138YK2P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     192650 | PA      | $180765.74     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 4.000000% 03/24/2052                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $961436.13     | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1B                       | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2850000 | PA      | $2725390.02    | 0.04%             | 2042-04-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050                       | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     596000 | PA      | $391717.98     | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL4664                                                         | CUSIP: 3138EMFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     682194 | PA      | $686365.10     | 0.01%             | 2043-10-01      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                                    | SBL HOLDINGS INC 144A 5.000000% 02/18/2031                                        | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2533000 | PA      | $1981749.52    | 0.03%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                                      | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC PWNE 2021-1 A2                    | CUSIP: 704100AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1651996 | PA      | $1572228.36    | 0.02%             | 2027-07-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.871000% 11/22/2032                                            | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1335000 | PA      | $1016985.35    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-47 IA                           | CUSIP: 38378NK51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     402038 | PA      | $2560.14       | 0.00%             | 2048-02-16      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        335 | NC      | $45654218.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                                             | VISA INC 3.150000% 12/14/2025                                                     | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     240000 | PA      | $231123.18     | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q59746                                                   | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     904201 | PA      | $897234.69     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 4.800000% 02/14/2029                                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10558.55      | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2540498.67    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 3.000000% 01/15/2052                                                    | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     429000 | PA      | $285060.32     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AV7116                                                         | CUSIP: 3138XJ4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      47170 | PA      | $47019.99      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD3231                                                        | CUSIP: 3133B0SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1526425 | PA      | $1445487.32    | 0.02%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.000000% 08/15/2026                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     789000 | PA      | $741679.31     | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 936976                                                         | CUSIP: 31412WMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      11876 | PA      | $12151.39      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2018-8 KL                                                   | CUSIP: 3136B0VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     835700 | PA      | $739230.48     | 0.01%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                            | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2018-4 A                         | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    2740000 | PA      | $2574300.69    | 0.03%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 928938                                                         | CUSIP: 31412MBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8459 | PA      | $8545.49       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025                         | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     410000 | PA      | $380693.37     | 0.00%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.350000% 02/15/2033                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2125184.37    | 0.03%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 2.188000% 04/30/2026                                             | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3115514.87    | 0.04%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C23 A4              | CUSIP: 46643ABD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     579160 | PA      | $557878.84     | 0.01%             | 2047-09-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 429786                                                       | CUSIP: 36207ENB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      26772 | PA      | $28320.50      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1076                                                        | CUSIP: 3132DNFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    4729267 | PA      | $4188666.29    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 1.400000% 08/05/2028                                                    | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $927109.10     | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-64 IB                                                  | CUSIP: 3136BBWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2185561 | PA      | $432835.68     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0878                                                        | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1249740 | PA      | $1198460.31    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                        | JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027                                  | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3844000 | PA      | $3772503.98    | 0.05%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.300000% 02/15/2051                                             | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     210000 | PA      | $145808.79     | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19611                                                   | CUSIP: 3132JBDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     326061 | PA      | $322170.65     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2822                                                         | CUSIP: 3140QAD49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     865497 | PA      | $895994.40     | 0.01%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.250000% 06/30/2027                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   15245000 | PA      | $14848391.87   | 0.19%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD5321                                                        | CUSIP: 3133B24E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      96071 | PA      | $79518.04      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 4.663000% 06/15/2051                                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     104000 | PA      | $93858.08      | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                                                             | UNIV OF MICHIGAN MI UNIVERSITY OF MICHIGAN                                        | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1270000 | PA      | $1001087.28    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9365                                                         | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     535958 | PA      | $482108.58     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO 5.400000% 10/15/2029                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1851804.30    | 0.02%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     510644 | PA      | $481163.19     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                              | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2444083.80    | 0.03%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV / NXP FUNDING LLC / NXP USA INC 2.650000% 02/15/2032                       | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |    1507000 | PA      | $1183180.53    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST SOFI 2021-A AFX                       | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     822058 | PA      | $653262.64     | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 4.114000% 03/01/2046                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     910000 | PA      | $792337.68     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA3089                                                         | CUSIP: 3140QANF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.02          | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                        | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1668766.25    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                    | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-2 A3                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4709000 | PA      | $4549345.59    | 0.06%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                                 | REPUBLIC OF POLAND 5.750000% 11/16/2032                                           | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1999000 | PA      | $2107745.60    | 0.03%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC4689                                                        | CUSIP: 3133APF61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     262574 | PA      | $227835.96     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2019-INV2 VERUS 2019-INV2 A1                           | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     252592 | PA      | $243199.44     | 0.00%             | 2059-07-25      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 619661                                                       | CUSIP: 36290WMJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2884 | PA      | $2991.18       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1684                                                         | CUSIP: 3140QL2S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     610022 | PA      | $540977.39     | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                                 | NESTLE HOLDINGS INC 144A 4.125000% 10/01/2027                                     | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1184154.31    | 0.02%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 B                             | CUSIP: 38381ETU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     400000 | PA      | $243797.80     | 0.00%             | 2061-02-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC 6.250000% 03/15/2033                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2954636.79    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARDEES FUNDING LLC                                                                                   | HARDEE'S FUNDING LLC HNGRY 2021-1A A2                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3713000 | PA      | $2942504.23    | 0.04%             | 2051-06-20      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                                 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2490000 | PA      | $2045710.79    | 0.03%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050                                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $674836.16     | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 1.722000% 09/14/2027                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    1600000 | PA      | $1370756.56    | 0.02%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC 0.600000% 08/15/2023                                                   | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3573000 | PA      | $3459979.90    | 0.04%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                      | COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027                        | CUSIP: 200447AF7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     710000 | PA      | $656750.00     | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 544472                                                       | CUSIP: 36212U2D2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        152 | PA      | $156.56        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.150000% 08/22/2027                                               | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     160000 | PA      | $152053.51     | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                      | SALESFORCE INC 3.250000% 04/11/2023                                               | CUSIP: 79466LAE4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     740000 | PA      | $736199.78     | 0.01%             | 2023-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2010-123 PM                                                 | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1051956 | PA      | $1029424.23    | 0.01%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U90791                                                   | CUSIP: 3132H32Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2297417 | PA      | $2222486.62    | 0.03%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | IMM EURO$ FUT OPT Dec22C 98.13 SHORT                                              | CUSIP: 00MTNJ5M3<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -792 | NC      | $-4950.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION INSURANCE, INC.                                                                         | OHIO NATIONAL FINANCIAL SERVICES INC 144A 6.050000% 01/24/2030                    | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1653112.08    | 0.02%             | 2030-01-24      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                                     | MERCK & CO INC 2.750000% 12/10/2051                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $726596.02     | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                        | KROGER CO/THE 4.450000% 02/01/2047                                                | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     275000 | PA      | $235246.12     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $5692851.84    | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                              | NATIONAL SECURITIES CLEARING CORP 144A 1.500000% 04/23/2025                       | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     510000 | PA      | $472121.83     | 0.01%             | 2025-04-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                                                               | HPS LOAN MANAGEMENT 2021-16 LTD HLM 2021-16A A1                                   | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5781120.00    | 0.07%             | 2035-01-23      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                                    | PIEDMONT OPERATING PARTNERSHIP LP 4.450000% 03/15/2024                            | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123062.38     | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM4311                                                         | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     378452 | PA      | $338764.48     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      59000 | PA      | $39873.72      | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                                    | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     990000 | PA      | $824327.84     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC 5.750000% 11/17/2032                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1299000 | PA      | $1337679.30    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 506874                                                       | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        146 | PA      | $151.25        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.099000% 06/04/2026                                            | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    4845000 | PA      | $4392268.86    | 0.06%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08732                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1789621 | PA      | $1612854.31    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                   | INTESA SANPAOLO SPA MTN 5.017000% 06/26/2024                                      | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |     870000 | PA      | $838114.87     | 0.01%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO LTD                                                                     | Z CAPITAL CREDIT PARTNERS CLO 2019-1 LTD ZCCP 2019-1A A1R                         | CUSIP: 98877GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1910000 | PA      | $1888176.34    | 0.02%             | 2031-07-16      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    3000000 | PA      | $2585114.82    | 0.03%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 4.054000% 03/15/2029                                | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1515013.21    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025           | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3556250 | PA      | $3510731.35    | 0.05%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                              | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 1.250000% 11/24/2025                 | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    2520000 | PA      | $2256304.76    | 0.03%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD5839                                                        | CUSIP: 3133B3PY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1345712 | PA      | $1200013.18    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                                             | STORE CAPITAL CORP 2.750000% 11/18/2030                                           | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $969296.76     | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                                                                | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2301000 | PA      | $2402943.27    | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 4.950000% 09/09/2052                                           | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1372124.46    | 0.02%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1273                                                         | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1467692 | PA      | $1217874.74    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4941000 | PA      | $4728898.19    | 0.06%             | 2036-09-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT0846                                                         | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     357824 | PA      | $309148.10     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     302000 | PA      | $244521.92     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.000000% 10/01/2027                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1754711.96    | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     260000 | PA      | $238755.85     | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2745                                                         | CUSIP: 3140X6BP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1012974 | PA      | $996852.89     | 0.01%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U95137                                                   | CUSIP: 3132H5EK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     151637 | PA      | $147402.73     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                                                  | CHASE ISSUANCE TRUST CHAIT 2022-A1 A                                              | CUSIP: 161571HS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     734000 | PA      | $718481.63     | 0.01%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8204                                                         | CUSIP: 3138WJDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     945427 | PA      | $884461.77     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD6142                                                        | CUSIP: 3133B3ZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     190313 | PA      | $164482.19     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 786309                                                       | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    5341519 | PA      | $4943750.37    | 0.06%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC 1.000000% 08/15/2024                                                   | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2362271.76    | 0.03%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $1895285.65    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1210199 | PA      | $1164477.02    | 0.02%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786082                                                      | CUSIP: 3622ABUF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     574049 | PA      | $521022.14     | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                                 | COCA-COLA CO/THE 1.450000% 06/01/2027                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     630000 | PA      | $560236.45     | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO LTD                                                                                      | WHITEBOX CLO III LTD WBOX 2021-3A A1                                              | CUSIP: 96467HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2140000 | PA      | $2050614.34    | 0.03%             | 2034-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8135                                                        | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1436401 | PA      | $1237806.09    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 4.350000% 11/01/2042                                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     190000 | PA      | $160805.58     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   22000000 | PA      | $18137968.64   | 0.24%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 LC                           | CUSIP: 38376FLN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1007225 | PA      | $1039466.59    | 0.01%             | 2039-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                                     | PROGRESS RESIDENTIAL 2021-SFR11 TRUST PROG 2021-SFR11 A                           | CUSIP: 74333XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1761097 | PA      | $1467113.25    | 0.02%             | 2039-01-17      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                 | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     600000 | PA      | $559732.86     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AV0612                                                         | CUSIP: 3138XBVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6299 | PA      | $6296.76       | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 3.973000% 05/22/2030                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $847959.25     | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     425418 | PA      | $396401.21     | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                         | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2518551.37    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | IMM EURO$ FUT OPT Dec22C 98.38 LONG                                               | CUSIP: 00MTNJ5T6<br>LEI: N/A                  | N/A              | DIR              |  | US        |        792 | NC      | $4950.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AM8700                                                         | CUSIP: 3138L9U26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     171716 | PA      | $156604.40     | 0.00%             | 2030-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                         | ALPHABET INC 2.050000% 08/15/2050                                                 | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $150914.22     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ACEN MORTGAGE TRUST                                                                                   | ALEN 2021-ACEN MORTGAGE TRUST ALEN 2021-ACEN A                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1900000 | PA      | $1780184.86    | 0.02%             | 2034-04-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 916385                                                         | CUSIP: 31411WCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1034 | PA      | $1060.71       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS                           | CUSIP: 38376FLM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       9387 | PA      | $424.35        | 0.00%             | 2039-07-16      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE5114                                                        | CUSIP: 3133BEVF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3501494 | PA      | $3545820.86    | 0.05%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.200000% 10/21/2026                                                | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     565000 | PA      | $527607.74     | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS X3FX A2FX                 | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2210000 | PA      | $2095485.76    | 0.03%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-BCON B              | CUSIP: 46590WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2415000 | PA      | $2401981.22    | 0.03%             | 2031-01-05      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR2303                                                         | CUSIP: 3140L0RZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      86759 | PA      | $77569.32      | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 562287                                                       | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4747 | PA      | $4965.81       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4802                                                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      75419 | PA      | $77629.67      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO 3.734000% 12/15/2024                                      | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     328000 | PA      | $320030.04     | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                               | WALT DISNEY CO/THE 6.200000% 12/15/2034                                           | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     265000 | PA      | $289626.58     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1438289 | PA      | $1254393.59    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4844689 | PA      | $4115526.63    | 0.05%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.375000% 10/31/2028                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   14991000 | PA      | $13067935.78   | 0.17%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | STATE OF ISRAEL 3.375000% 01/15/2050                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     430000 | PA      | $327680.64     | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                             | APPALACHIAN POWER CO 4.500000% 03/01/2049                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50030.88      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                                                    | DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A4 A                                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          |  | US        |    8200000 | PA      | $8236496.56    | 0.11%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1047228 | PA      | $992434.89     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                  | VERIZON MASTER TRUST VZMT 2022-2 A                                                | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1524000 | PA      | $1418765.67    | 0.02%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                                | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 1.200000% 03/11/2026                    | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |    2830000 | PA      | $2523327.81    | 0.03%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G07335                                                   | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      30959 | PA      | $33709.18      | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $840271.91     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12895000 | PA      | $10031403.35   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO LTD                                                                                       | ANTARES CLO 2020-1 LTD ANTR 2020-1A A1R                                           | CUSIP: 03666LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2380222.50    | 0.03%             | 2033-10-23      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 5.850000% 12/15/2025                                            | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1432279.70    | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5095                                                        | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1202880 | PA      | $1033781.57    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G15922                                                   | CUSIP: 3128MEYT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      72542 | PA      | $69820.23      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2022-GPA BX 2022-GPA A                                                   | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2575000 | PA      | $2563705.79    | 0.03%             | 2039-10-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW6331                                                         | CUSIP: 3140MYA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     739213 | PA      | $717416.34     | 0.01%             | 2052-09-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G02579                                                   | CUSIP: 3128M4FU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     237671 | PA      | $245338.08     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 593225                                                       | CUSIP: 36201UA20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        491 | PA      | $507.96        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                   | RATE MORTGAGE TRUST 2021-J1 RATE 2021-J1 A1                                       | CUSIP: 75409JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1079010 | PA      | $871468.61     | 0.01%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                           | PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1                                          | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     929738 | PA      | $767127.40     | 0.01%             | 2056-11-25      | Floating      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                                           | AMERICAN HOMES 4 RENT LP 2.375000% 07/15/2031                                     | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1026027.29    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2202000 | PA      | $1553511.00    | 0.02%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                                    | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1557913.37    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $423385.49     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT7208                                                         | CUSIP: 3138WVAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      36919 | PA      | $36389.60      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q17792                                                   | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     385056 | PA      | $363402.40     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1015                                                         | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1911559 | PA      | $1586703.40    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                                  | SOUNDVIEW HOME LOAN TRUST 2006-OPT3 SVHE 2006-OPT3 2A3                            | CUSIP: 83611MPH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       5953 | PA      | $5934.56       | 0.00%             | 2036-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.323000% 04/26/2028                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1143354.77    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN AA5649                                                       | CUSIP: 36178DH20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     311229 | PA      | $289298.83     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW3841                                                         | CUSIP: 3140MVHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1904898 | PA      | $1897989.81    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.300000% 04/13/2027                                               | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     260000 | PA      | $249272.01     | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3666                                                      | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      51066 | PA      | $52562.98      | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                            | CHL MORTGAGE PASS-THROUGH TRUST 2005-20 CWHL 2005-20 A7                           | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      78253 | PA      | $49867.18      | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BL7745                                                      | CUSIP: 3617JLTA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |          0 | PA      | $0.02          | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     393000 | PA      | $315977.48     | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     808632 | PA      | $655295.17     | 0.01%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZA5433                                                        | CUSIP: 31329PBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.11          | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA8105                                                        | CUSIP: 3133KQAE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1633036 | PA      | $1672254.12    | 0.02%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   57543983 | NS      | $57543982.65   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4923                                                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      34359 | PA      | $34986.23      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                      | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 3.000000% 05/15/2032           | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    2765000 | PA      | $2167082.58    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA0968                                                         | CUSIP: 31418ACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      32141 | PA      | $32567.26      | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR7745                                                         | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     234042 | PA      | $195794.83     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.125000% 12/15/2026                                          | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2363845.96    | 0.03%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.850000% 11/01/2042                                   | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1413720.89    | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2022-NQM1 CSMC 2022-NQM1 A1                                                  | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3436765 | PA      | $2780990.89    | 0.04%             | 2066-11-25      | Floating      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                                 | VALE OVERSEAS LTD 6.250000% 08/10/2026                                            | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |    2290000 | PA      | $2365226.50    | 0.03%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                      | HEALTHCARE REALTY HOLDINGS LP 2.000000% 03/15/2031                                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1215325.89    | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                                              | LAM RESEARCH CORP 3.800000% 03/15/2025                                            | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147503.70     | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                                                | TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030                           | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1697950.33    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST                                                   | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2004-AA3 A1              | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      24788 | PA      | $22072.91      | 0.00%             | 2034-09-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                                 | COCA-COLA CO/THE 3.375000% 03/25/2027                                             | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     330000 | PA      | $319419.42     | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $959577.80     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2017-E LLC SOFI 2017-E A2B                         | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      89818 | PA      | $89077.27      | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1                   | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   10997089 | PA      | $259144.21     | 0.00%             | 2032-08-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A                                 | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6294209 | PA      | $6183311.50    | 0.08%             | 2036-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6002                                                         | CUSIP: 3140LGU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     200000 | PA      | $186904.53     | 0.00%             | 2032-07-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 IO                           | CUSIP: 38380R4W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2753844 | PA      | $181204.32     | 0.00%             | 2062-10-16      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.999000% 11/01/2049                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $97920.50      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7500                                                        | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2722362 | PA      | $2664300.92    | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                                   | ATHENE HOLDING LTD 4.125000% 01/12/2028                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1042258.37    | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048                           | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     140000 | PA      | $127191.90     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR1 1A1B             | CUSIP: 92925CCD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1045736 | PA      | $756853.80     | 0.01%             | 2046-01-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2475776 | PA      | $2178350.54    | 0.03%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.750000% 05/15/2046                                                     | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1161066.55    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST                                                                                       | IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 2A1                                      | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      78900 | PA      | $65549.41      | 0.00%             | 2035-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     480000 | PA      | $413941.19     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EDP Finance B.V.                                                                                      | EDP FINANCE BV 144A 6.300000% 10/11/2027                                          | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | NUSS              | PT        |     878000 | PA      | $892865.66     | 0.01%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN8575                                                         | CUSIP: 3138LMQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1905000 | PA      | $1807527.99    | 0.02%             | 2028-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 5.375000% 04/15/2026                        | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1812759.30    | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO 2.500000% 05/01/2060                                          | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     624000 | PA      | $362259.54     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                                                        | MID-STATE CAPITAL CORP 2006-1 TRUST MDST 2006-1 A                                 | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2179620 | PA      | $2099633.69    | 0.03%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H13 FA                          | CUSIP: 38380QGQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     593052 | PA      | $564836.95     | 0.01%             | 2070-07-20      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849266                                               | CUSIP: 31300MJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     232618 | PA      | $233805.91     | 0.00%             | 2043-08-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                                               | LEVEL 3 FINANCING INC 144A 3.400000% 03/01/2027                                   | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     895000 | PA      | $763603.33     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4587                                                         | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4741773 | PA      | $4177883.46    | 0.05%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5332                                                      | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     494908 | PA      | $498484.02     | 0.01%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.703000% 08/05/2027                                            | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    5399000 | PA      | $5222257.96    | 0.07%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4375                                                         | CUSIP: 31418D2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     438328 | PA      | $415473.16     | 0.01%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                                                           | VISIO 2020-1R TRUST VISIO 2020-1R A1                                              | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     491207 | PA      | $438665.82     | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 3.150000% 02/21/2040                                                    | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     880000 | PA      | $676592.77     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013-CR6 A4                                   | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1692651 | PA      | $1687507.70    | 0.02%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 3.875000% 09/10/2024                                          | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     440000 | PA      | $432444.94     | 0.01%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1333453.79    | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                   | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1325150 | PA      | $1300334.98    | 0.02%             | 2035-11-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.450000% 02/01/2050                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     280000 | PA      | $208340.45     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2                                                                                      | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     390000 | PA      | $369288.15     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19254                                                   | CUSIP: 3132JAWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      23310 | PA      | $22879.95      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.125000% 09/24/2025                                            | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    1010000 | PA      | $979783.66     | 0.01%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 0.925000% 10/21/2024                                  | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2360562.61    | 0.03%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5040 IB                                                    | CUSIP: 3137F6P92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     299798 | PA      | $44186.50      | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5080                                                      | CUSIP: 36179TUD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1529747 | PA      | $1557486.55    | 0.02%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 940974                                                         | CUSIP: 31413B2F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      61475 | PA      | $63304.05      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | J.P. MORGAN MORTGAGE TRUST 2022-1 JPMMT 2022-1 A3                                 | CUSIP: 46654WAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   10283454 | PA      | $8305493.65    | 0.11%             | 2052-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 5.250000% 03/01/2037                                                     | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3816364.45    | 0.05%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7910                                                         | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     534128 | PA      | $465903.42     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 569898                                                       | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       9421 | PA      | $9830.55       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.250000% 02/15/2026                                             | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3035288.72    | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                                                         | THERMO FISHER SCIENTIFIC INC 2.800000% 10/15/2041                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $882789.23     | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                         | PEPSICO INC 0.750000% 05/01/2023                                                  | CUSIP: 713448EY0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     820000 | PA      | $807026.49     | 0.01%             | 2023-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     330000 | PA      | $276024.57     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-23 MG                           | CUSIP: 38382NXF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2964261 | PA      | $2461944.88    | 0.03%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1482                                                         | CUSIP: 3140XGUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1806139 | PA      | $1666137.25    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM                                   | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     510000 | PA      | $488471.01     | 0.01%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED                                               | BLACKBIRD CAPITAL AIRCRAFT BBIRD 2021-1A A                                        | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     889286 | PA      | $728819.82     | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CL3644                                                      | CUSIP: 3617YBBM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     445062 | PA      | $405712.68     | 0.01%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORPORATON REMIC POOL # 4194 BI IO                     | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     146401 | PA      | $22767.70      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.900000% 12/06/2028                                           | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77632.25      | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G04468                                                   | CUSIP: 3128M6JM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        297 | PA      | $305.76        | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                    | ROYALTY PHARMA PLC 0.750000% 09/02/2023                                           | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    1650000 | PA      | $1592580.38    | 0.02%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS7025                                                         | CUSIP: 3140LHYX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     500000 | PA      | $505072.72     | 0.01%             | 2032-11-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2010-27 AS                                                  | CUSIP: 31398PFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     332071 | PA      | $33543.02      | 0.00%             | 2040-04-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CO9673                                                      | CUSIP: 3617FMXA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     395274 | PA      | $356790.00     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4830000 | PA      | $4805850.00    | 0.06%             | 2052-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS7844                                                         | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     365060 | PA      | $330166.72     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 840854                                                         | CUSIP: 31407UE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7999 | PA      | $8102.16       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     679000 | PA      | $654089.05     | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 2.891000% 04/06/2036                                           | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     835000 | PA      | $673697.36     | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BRK- BNP PARIBAS                                                                                      | BRK- BNP PARIBAS PAY - 2.51% FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    3780000 | NC      | $450974.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AX5505                                                         | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      48466 | PA      | $48139.80      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                                       | DEERE & CO 3.100000% 04/15/2030                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     160000 | PA      | $144697.00     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5331                                                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      41172 | PA      | $40758.80      | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                              | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2022-1 GMREV 2022-1 A                    | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2069000 | PA      | $2096519.77    | 0.03%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORPORATION                                                                                    | TARGET CORP 2.250000% 04/15/2025                                                  | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     710000 | PA      | $675254.45     | 0.01%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD7594                                                        | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     577526 | PA      | $497567.47     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1576358 | PA      | $1301901.46    | 0.02%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.625000% 09/01/2049                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     265000 | PA      | $205454.57     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                                                                           | NEW YORK MORTGAGE TRUST 2006-1 NYMT 2006-1 2A2                                    | CUSIP: 649603AP2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      45929 | PA      | $38805.76      | 0.00%             | 2036-05-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2003-60 GS                           | CUSIP: 38374BKX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1821 | PA      | $1770.41       | 0.00%             | 2033-05-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2063425.85    | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD7593                                                        | CUSIP: 3133B5NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     179606 | PA      | $166848.87     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT3870                                                         | CUSIP: 3138WRJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      53999 | PA      | $52946.71      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY                                                        | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2085199.44    | 0.03%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 4.279000% 03/15/2032                                | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     940000 | PA      | $798059.20     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.250000% 11/15/2031                                             | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     790000 | PA      | $628850.12     | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                              | DOW CHEMICAL CO/THE 4.800000% 05/15/2049                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     925000 | PA      | $782944.52     | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                                               | UNIV OF VIRGINIA VA UNIV REVEN UNIVERSITY OF VIRGINIA                             | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1595000 | PA      | $1002699.94    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                   | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    5616000 | PA      | $4633761.60    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2017-BNK5 BANK 2017-BNK5 A4                                                  | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1130000 | PA      | $1034411.27    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-61 KI                                                  | CUSIP: 3136BGVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1558095 | PA      | $223939.72     | 0.00%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                                                | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2533729.00    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 3.350000% 12/01/2024                                          | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1154159.65    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.875000% 08/15/2059                                       | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     570000 | PA      | $454136.77     | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   14980000 | PA      | $13785696.13   | 0.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA1710                                                         | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     968982 | PA      | $959039.97     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H06 PF                          | CUSIP: 38380LBS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     430109 | PA      | $424053.61     | 0.01%             | 2068-02-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                       | BP CAPITAL MARKETS AMERICA INC 3.119000% 05/04/2026                               | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381423.14     | 0.00%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3709000 | PA      | $2873959.52    | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CAYUGA PARK CLO                                                                                       | CAYUGA PARK CLO LTD CYGPK 2020-1A AR                                              | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2360000 | PA      | $2288114.40    | 0.03%             | 2034-07-17      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                                            | KIMBERLY-CLARK CORP 3.100000% 03/26/2030                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180490.74     | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VNDO MORTGAGE TRUST                                                                                   | VNDO TRUST 2016-350P VNDO 2016-350P A                                             | CUSIP: 91831UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1210000 | PA      | $1089623.39    | 0.01%             | 2035-01-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB9683                                                         | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     244594 | PA      | $238918.46     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                 | AIR LEASE CORP 5.850000% 12/15/2027                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1316015.43    | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1150000 | PA      | $1175727.58    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.400000% 08/15/2035                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3330024.95    | 0.04%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-C16 A4              | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2143000 | PA      | $2107640.07    | 0.03%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2501588.13    | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4801                                                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5648 | PA      | $5702.14       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-45 JL                                                  | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2289237 | PA      | $2089708.72    | 0.03%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     355826 | PA      | $326928.51     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO 6.600000% 04/01/2036                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70714.42      | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1700000 | PA      | $1622636.71    | 0.02%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1664                                                         | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     177102 | PA      | $175781.18     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.478000% 04/04/2031                                         | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1209815.56    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                    | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A3                | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2261000 | PA      | $2252773.13    | 0.03%             | 2027-08-16      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ING Bank N.V.                                                                                         | ING BANK NV 144A 5.800000% 09/25/2023                                             | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | NUSS              | NL        |     202000 | PA      | $202049.50     | 0.00%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 3316 JO                                                    | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       2420 | PA      | $1853.78       | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                                                                   | NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4                        | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1934000 | PA      | $1899858.13    | 0.02%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                                  | BAYER US FINANCE LLC 144A 3.375000% 10/08/2024                                    | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    1475000 | PA      | $1426353.35    | 0.02%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 3.469000% 04/15/2034                                            | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1294868.96    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                           | NATIONWIDE BUILDING SOCIETY 144A 4.363000% 08/01/2024                             | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    1190000 | PA      | $1172660.21    | 0.02%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                             | MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1086903 | PA      | $928623.03     | 0.01%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 3.375000% 05/03/2024                                          | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3882016.20    | 0.05%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 1G2415                                               | CUSIP: 3128QSVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      27225 | PA      | $27233.15      | 0.00%             | 2036-05-01      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                               | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 3.850000% 06/01/2025                      | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     514000 | PA      | $496926.49     | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C1 JPMBB 2013-C12 A5              | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1647000 | PA      | $1627604.10    | 0.02%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1                                   | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     583334 | PA      | $567495.98     | 0.01%             | 2046-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                           | NATIONWIDE BUILDING SOCIETY 144A 4.363000% 08/01/2024                             | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    4050000 | PA      | $3990986.44    | 0.05%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0948                                                         | CUSIP: 3140XGBS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1751987 | PA      | $1565546.76    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAZOS STUDENT LOAN FINANCE CORPORATION                                                               | BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA 2011-2 A3                             | CUSIP: 10620NCL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3219681 | PA      | $3180917.38    | 0.04%             | 2036-10-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL0760                                                         | CUSIP: 3140HRZ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2612102 | PA      | $2557661.77    | 0.03%             | 2025-12-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2022-BNK44 BANK 2022-BNK44 A5                                                | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1809000 | PA      | $1906506.00    | 0.02%             | 2032-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A3                             | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1222000 | PA      | $1122446.35    | 0.01%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.561000% 12/10/2025                                          | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10718000 | PA      | $9900044.15    | 0.13%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H07 FD                          | CUSIP: 38380LCX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     776205 | PA      | $770221.09     | 0.01%             | 2068-05-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.125000% 05/15/2040                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29657000 | PA      | $18978163.20   | 0.25%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.875000% 10/15/2047                                                   | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     770000 | PA      | $608438.76     | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                   | RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2                                         | CUSIP: 74938WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1600059 | PA      | $1292297.08    | 0.02%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2182                                                         | CUSIP: 3140X5M83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1142620 | PA      | $1097866.63    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1666                                                         | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO LTD                                                                                      | WHITEBOX CLO II LTD WBOX 2020-2A A1R                                              | CUSIP: 96466CAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1810000 | PA      | $1740514.10    | 0.02%             | 2034-10-24      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                | PNC FINANCIAL SERVICES GROUP INC/THE 3.500000% 01/23/2024                         | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     255000 | PA      | $251075.41     | 0.00%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                                         | WORKDAY INC 3.700000% 04/01/2029                                                  | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     500000 | PA      | $460478.64     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.350000% 06/15/2045                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $894910.57     | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                        | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     187666 | PA      | $155819.07     | 0.00%             | 2034-12-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG K90973                                                   | CUSIP: 3132J3CJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     611053 | PA      | $590729.60     | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 545646                                                         | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8726 | PA      | $8766.18       | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.300000% 03/25/2028                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1667000 | PA      | $1620517.39    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                      | HEALTHCARE REALTY HOLDINGS LP 3.100000% 02/15/2030                                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25177.23      | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 599844                                                       | CUSIP: 36200FLZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      14910 | PA      | $15485.85      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                              | GENERAL ELECTRIC CO MTN 6.750000% 03/15/2032                                      | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     103000 | PA      | $116877.85     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 1.350000% 12/02/2024                                  | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    1814000 | PA      | $1689207.09    | 0.02%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2015-65 CZ                                                  | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     515349 | PA      | $447065.60     | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                                                      | CATERPILLAR INC 4.300000% 05/15/2044                                              | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46374.57      | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                           | PHILLIPS 66 1.300000% 02/15/2026                                                  | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     925000 | PA      | $830560.69     | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 0.375000% 01/31/2026                                              | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   40248000 | PA      | $35888324.16   | 0.47%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2570370 | PA      | $2223285.28    | 0.03%             | 2070-08-25      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $915409.91     | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                                | CHESAPEAKE FUNDING II LLC CFII 2020-1A D                                          | CUSIP: 165183CN2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     500000 | PA      | $481488.80     | 0.01%             | 2032-08-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                             | AGREE LP 4.800000% 10/01/2032                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     766000 | PA      | $704569.20     | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA8962                                                         | CUSIP: 3140QG5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     161249 | PA      | $138626.84     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q45827                                                   | CUSIP: 3132WKPM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     361371 | PA      | $326052.18     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2022-3 JPMMT 2022-3 A2                                   | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4754861 | PA      | $3969010.97    | 0.05%             | 2052-08-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     552000 | PA      | $512617.97     | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     200000 | PA      | $158000.00     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 555743                                                         | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      54303 | PA      | $55993.53      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.300000% 05/14/2036                                                   | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     531000 | PA      | $490308.64     | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-78 ND                                                  | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2579007 | PA      | $2137285.74    | 0.03%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.750000% 04/01/2040                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     380000 | PA      | $317527.56     | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 2.726000% 03/25/2031                                             | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    1495000 | PA      | $1177381.81    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                                                    | APACHE CORP 5.100000% 09/01/2040                                                  | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     110000 | PA      | $90475.00      | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC                                                               | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2019-1A A2I                         | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1980000 | PA      | $1873895.76    | 0.02%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                         | ALPHABET INC 0.450000% 08/15/2025                                                 | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     180000 | PA      | $162508.27     | 0.00%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.040000% 02/04/2027                                          | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7327000 | PA      | $6385328.61    | 0.08%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                      | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 3.000000% 02/02/2029           | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    2235000 | PA      | $1874771.55    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 NRZT 2017-4A A1                        | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1920572 | PA      | $1786623.06    | 0.02%             | 2057-05-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 BBCMS 2019-C3 A3                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1893000 | PA      | $1704930.64    | 0.02%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD5620                                                        | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      94460 | PA      | $78290.07      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                        | JOHN DEERE CAPITAL CORP MTN 3.350000% 04/18/2029                                  | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2356424.59    | 0.03%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5157                                                        | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2954336 | PA      | $2599351.09    | 0.03%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   76150000 | PA      | $65194514.24   | 0.85%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8194                                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11573609 | PA      | $9917278.28    | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2001-52 YZ                                                  | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9586 | PA      | $10022.24      | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2006-51 SP                                                  | CUSIP: 31395DS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      27952 | PA      | $1183.72       | 0.00%             | 2036-03-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1704                                                         | CUSIP: 3140QL3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1685862 | PA      | $1598560.32    | 0.02%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                             | MISSISSIPPI POWER CO 3.950000% 03/30/2028                                         | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1225096.13    | 0.02%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                  | FX Forward Contract: EUR/USD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |          1 | NC      | $16701.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0183                                                         | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     709312 | PA      | $685149.51     | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0857                                                        | CUSIP: 3132DM5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5368855 | PA      | $4619746.34    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1253                                                         | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     240580 | PA      | $231885.26     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    1728122 | NS      | $1728121.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     584000 | PA      | $496918.29     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 09/30/2027                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   21737000 | PA      | $22001919.69   | 0.29%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0357                                                         | CUSIP: 3140XFMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      89944 | PA      | $80949.06      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                             | RAMP SERIES 2007-RZ1 TRUST RAMP 2007-RZ1 A3                                       | CUSIP: 74923PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4258120 | PA      | $4153127.55    | 0.05%             | 2037-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                                                        | ACCREDITED MORTGAGE LOAN TRUST 2005-3 ACCR 2005-3 M3                              | CUSIP: 004375DW8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2994590 | PA      | $2935474.74    | 0.04%             | 2035-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     660000 | PA      | $607667.15     | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                                    | HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A4                         | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1070000 | PA      | $1041454.97    | 0.01%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                                    | EVERGY METRO INC 5.300000% 10/01/2041                                             | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240408.90     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026                              | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    1140000 | PA      | $1001275.73    | 0.01%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024                              | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    1810000 | PA      | $1753164.88    | 0.02%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5118                                                        | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1884240 | PA      | $1609998.67    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 0.791000% 01/22/2025                                           | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4671000 | PA      | $4393157.24    | 0.06%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                       | MVW 2021-1W LLC MVWOT 2021-1WA A                                                  | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1090178 | PA      | $996557.19     | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM1768                                                         | CUSIP: 3140J56E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5292449 | PA      | $5305858.16    | 0.07%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G18691                                                   | CUSIP: 3128MMXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     160287 | PA      | $151494.88     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                                                                           | ORANGE LAKE TIMESHARE TRUST 2018-A ONGLT 2018-A A                                 | CUSIP: 68504WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     127558 | PA      | $122737.78     | 0.00%             | 2030-11-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                         | TRAVELERS COS INC/THE 4.600000% 08/01/2043                                        | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44756.51      | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5138                                                        | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5889519 | PA      | $5003133.88    | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                         | FORD MOTOR CREDIT CO LLC 2.700000% 08/10/2026                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2587000 | PA      | $2257382.57    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2041                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5459015 | PA      | $4508800.56    | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1615                                                        | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3098327 | PA      | $3144364.75    | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC0160                                                        | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     228663 | PA      | $191011.22     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORPORATION                                                                           | SOUTHERN COPPER CORP 5.250000% 11/08/2042                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | PE        |    4540000 | PA      | $4255342.00    | 0.06%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2014-3 NAVSL 2014-3 A                                  | CUSIP: 63938JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3204385 | PA      | $3044876.67    | 0.04%             | 2083-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2005-7 JM                            | CUSIP: 38374KF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        476 | PA      | $472.40        | 0.00%             | 2034-05-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                            | TENN VALLEY AUTHORITY 0.750000% 05/15/2025                                        | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1895000 | PA      | $1728494.33    | 0.02%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                | REYNOLDS AMERICAN INC 6.150000% 09/15/2043                                        | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |     480000 | PA      | $431211.31     | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2812                                                         | CUSIP: 3140QADS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     697971 | PA      | $704286.29     | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                                     | PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $880900.68     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   55475000 | PA      | $53992777.34   | 0.70%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                      | COMISION FEDERAL DE ELECTRICIDAD 144A 3.875000% 07/26/2033                        | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     790000 | PA      | $586180.00     | 0.01%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     416502 | PA      | $359690.85     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06172                                                   | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      38530 | PA      | $40487.50      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 8.750000% 03/15/2032                                         | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1538048.80    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                                      | STACK INFRASTRUCTURE ISSUER LLC SIDC 2020-1A A2                                   | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3772000 | PA      | $3331485.47    | 0.04%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786095                                                      | CUSIP: 3622ABUU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1079955 | PA      | $954397.02     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 02/23/2023                                                | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16020000 | PA      | $15865784.11   | 0.21%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1700000 | PA      | $1718103.37    | 0.02%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7535000 | PA      | $6510384.14    | 0.08%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A                               | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4763315 | PA      | $4542785.30    | 0.06%             | 2038-10-15      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 3.750000% 05/15/2030                                           | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2269152.28    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG V70210                                                   | CUSIP: 3132KSGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      60493 | PA      | $58479.08      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AZ0832                                                         | CUSIP: 3138YR4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     125265 | PA      | $122358.36     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                        | JPMORGAN CHASE BANK NA - CACLN CACLN 2021-3 B                                     | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1987239 | PA      | $1866016.08    | 0.02%             | 2029-02-26      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                               | FLAGSTAR MORTGAGE TRUST 2021-13INV FSMT 2021-13IN A2                              | CUSIP: 33853HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4457364 | PA      | $3737745.25    | 0.05%             | 2051-12-30      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM5211                                                      | CUSIP: 3617YQYG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     173817 | PA      | $158486.90     | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4586                                                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     875511 | PA      | $822098.00     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4324                                                      | CUSIP: 36179SYV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     271425 | PA      | $279335.59     | 0.00%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/CAD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-40363.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                                    | BSPRT 2019-FL5 ISSUER LTD BSPRT 2019-FL5 A                                        | CUSIP: 05587TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     281362 | PA      | $278072.76     | 0.00%             | 2029-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                                             | EQUATE PETROCHEMICAL BV MTN 2.625000% 04/28/2028                                  | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | NUSS              | KW        |    2250000 | PA      | $1924177.50    | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                              | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2825000 | PA      | $2737998.48    | 0.04%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 02/09/2023                                                | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29290000 | PA      | $29056742.64   | 0.38%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-RPL6 TRUST CSMC 2021-RPL6 A1                                            | CUSIP: 12657GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1467128 | PA      | $1280552.59    | 0.02%             | 2060-10-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU 3.600000% 01/15/2072                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2060000 | PA      | $1366778.13    | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4245                                                        | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     398306 | PA      | $422423.56     | 0.01%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                                             | CBOE GLOBAL MARKETS INC 3.000000% 03/16/2032                                      | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2115577.02    | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                              | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1616778 | PA      | $1311897.71    | 0.02%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZT1859                                                        | CUSIP: 3132AEB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2424065 | PA      | $2451977.27    | 0.03%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4435                                                         | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     999752 | PA      | $947629.98     | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                    | BERRY GLOBAL INC 1.650000% 01/15/2027                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1506608.33    | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2019-M28 AV                                                   | CUSIP: 3136B7GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     434188 | PA      | $402973.87     | 0.01%             | 2027-02-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                                  | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3630000 | PA      | $3071437.38    | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.041000% 03/13/2028                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1030000 | PA      | $943945.47     | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     640000 | PA      | $598551.24     | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2                                          | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2885388 | PA      | $2517804.07    | 0.03%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2020-CBM MORTGAGE TRUST COMM 2020-CBM A2                                     | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2230000 | PA      | $2051492.29    | 0.03%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                                                                                   | SILVER ROCK CLO I LTD SLVRK 2020-1A A                                             | CUSIP: 82811RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2350000 | PA      | $2304602.70    | 0.03%             | 2031-10-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM5272                                                      | CUSIP: 3617YQ2D4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     519172 | PA      | $481508.43     | 0.01%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44425000 | PA      | $30993378.91   | 0.40%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 0.985000% 12/10/2026                                               | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3266890.78    | 0.04%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25H 1                       | CUSIP: 83162CQ48<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5262000 | PA      | $5024702.22    | 0.07%             | 2047-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5577                                                         | CUSIP: 3140L4FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     342218 | PA      | $284711.04     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 902336                                                         | CUSIP: 31411APV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      81652 | PA      | $84250.08      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                                   | ALLY FINANCIAL INC 1.450000% 10/02/2023                                           | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1192608.24    | 0.02%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3662                                                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     881128 | PA      | $811159.44     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.751000% 05/12/2028                                            | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |     660000 | PA      | $633888.43     | 0.01%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1104243.92    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1                       | CUSIP: 83162CB51<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     234217 | PA      | $217545.96     | 0.00%             | 2039-04-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4879 BC                                                    | CUSIP: 3137FLUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     137936 | PA      | $122663.09     | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                   | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                 | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3075661 | PA      | $2953104.68    | 0.04%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2021-INV2 JPMMT 2021-INV2 A2                             | CUSIP: 46653TAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3811409 | PA      | $3078306.95    | 0.04%             | 2051-12-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.700000% 01/30/2026                                          | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     790000 | PA      | $774632.55     | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                                         | WORKDAY INC 3.800000% 04/01/2032                                                  | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2242549.61    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | SEI Lquidity Fund LP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    8780028 | PA      | $8780027.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     862000 | PA      | $774196.49     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 577617                                                       | CUSIP: 36201AVJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3985 | PA      | $4116.81       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 3.250000% 08/08/2029                                                    | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $2874466.35    | 0.04%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                   | PECO ENERGY CO 2.850000% 09/15/2051                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1313000 | PA      | $876174.79     | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                           | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031           | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1564788.76    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     120000 | PA      | $88955.88      | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 908682                                                         | CUSIP: 31411HRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3289 | PA      | $3367.59       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A                            | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   12517701 | PA      | $10710195.19   | 0.14%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C75536                                                   | CUSIP: 31288EEH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      40423 | PA      | $42140.06      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 8C0292                                               | CUSIP: 3142BAKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1075735 | PA      | $1032405.73    | 0.01%             | 2052-07-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING LLC HERTZ 2022-2A A                                       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3726000 | PA      | $3243839.21    | 0.04%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 2.900000% 04/01/2041                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $941863.16     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                                 | KEURIG DR PEPPER INC 4.417000% 05/25/2025                                         | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      91000 | PA      | $90992.93      | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040                     | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4408000 | PA      | $4421224.00    | 0.06%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                          | TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026                                    | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4148009.52    | 0.05%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT0972                                                         | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     386617 | PA      | $326207.78     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5182 M                                                     | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1368783 | PA      | $1220907.90    | 0.02%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1805                                                         | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3494548 | PA      | $3020024.41    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                                            | CERBERUS LOAN FUNDING XXVIII LP CERB 2020-1A A                                    | CUSIP: 15673EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     603499 | PA      | $596868.11     | 0.01%             | 2031-10-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031                                   | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1284560.96    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                   | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     915000 | PA      | $899229.61     | 0.01%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.272000% 09/29/2025                                  | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2079475.16    | 0.03%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS GSMS 2021-ROSS A                      | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1000000 | PA      | $939109.30     | 0.01%             | 2026-05-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                            | TVA PRIN STRIP 0.00000000000% 11/01/2025                                          | CUSIP: 88059FAV3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1000000 | PA      | $883302.29     | 0.01%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                             | ALCON FINANCE CORP 144A 3.000000% 09/23/2029                                      | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | CH        |    3845000 | PA      | $3358967.89    | 0.04%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 981032                                                         | CUSIP: 31415ALM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3992 | PA      | $3985.35       | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 C               | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     750000 | PA      | $670576.73     | 0.01%             | 2047-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5398                                                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     469485 | PA      | $454004.68     | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                                       | EXPORT-IMPORT BANK KOREA 4.500000% 09/15/2032                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1115000 | PA      | $1099081.69    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8269                                                         | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1226012 | PA      | $1106548.09    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G04706                                                   | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       6689 | PA      | $7030.51       | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 670551                                                         | CUSIP: 31391L5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        255 | PA      | $264.95        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CP3380                                                      | CUSIP: 3617FSXH8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     296314 | PA      | $267463.89     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.950000% 06/01/2045                                          | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $277592.79     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3804519 | PA      | $3311372.05    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 3.950000% 03/15/2027                                                   | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     860000 | PA      | $829180.48     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AD0761                                                         | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1508438 | PA      | $1561882.99    | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-2 A                       | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1580000 | PA      | $1527073.32    | 0.02%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2017-M8 A2                                                    | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     181463 | PA      | $171821.80     | 0.00%             | 2027-05-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                         | CONSOLIDATED EDISON CO OF NEW YORK INC 4.650000% 12/01/2048                       | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1756663.00    | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                | CONOCOPHILLIPS CO 6.950000% 04/15/2029                                            | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1108752.70    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 3.950000% 08/16/2025                                   | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     550000 | PA      | $540872.10     | 0.01%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 752200                                                       | CUSIP: 36230LNR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     277332 | PA      | $251276.00     | 0.00%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1526213 | PA      | $1404340.46    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 612420                                                       | CUSIP: 36202XK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2659 | PA      | $2751.02       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1567                                                         | CUSIP: 3140XGW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1597977 | PA      | $1466850.09    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 584398                                                       | CUSIP: 36201JGF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      24656 | PA      | $25307.33      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |     612000 | PA      | $572515.76     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                                                    | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV A2             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     146588 | PA      | $118003.06     | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                   | ABBOTT LABORATORIES 3.750000% 11/30/2026                                          | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     406000 | PA      | $400222.06     | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                                | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4503083.74    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SC0257                                                        | CUSIP: 3132D9JA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1399904 | PA      | $1189191.42    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-134 MS                                                 | CUSIP: 3136AATF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     163125 | PA      | $16069.72      | 0.00%             | 2042-12-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1826929.20    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORTGAGE LOAN RESECURITIZATION TRUST                                                                  | MORTGAGE LOAN RESECURITIZATION TRUST MLRT 2009-RS1 A85                            | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2607727 | PA      | $2408667.50    | 0.03%             | 2036-04-16      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2022-D SMB 2022-D A1B                            | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1996960 | PA      | $1967107.72    | 0.03%             | 2058-10-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29744.05      | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1400000 | PA      | $1264304.80    | 0.02%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 434143                                                       | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2759 | PA      | $2845.13       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 612233                                                       | CUSIP: 36202XEE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10405 | PA      | $10796.73      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.300000% 02/01/2052                                                     | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     210000 | PA      | $145716.80     | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.800000% 04/01/2028                                          | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241272.43     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                                               | LEVEL 3 FINANCING INC 144A 3.875000% 11/15/2029                                   | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $4755974.40    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9916                                                         | CUSIP: 3140XEAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     969746 | PA      | $960788.17     | 0.01%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4882000 | PA      | $4155828.13    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 4A1                                | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      64549 | PA      | $63263.87      | 0.00%             | 2034-08-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                                          | PROCTER & GAMBLE CO/THE 3.000000% 03/25/2030                                      | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     380000 | PA      | $348871.23     | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA3679                                                         | CUSIP: 3140QBCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AV6910                                                         | CUSIP: 3138XJVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      15237 | PA      | $14932.31      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                  | ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051                                      | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1392514.82    | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 5.500000% 03/16/2047                                   | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99067.81      | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     970000 | PA      | $929499.40     | 0.01%             | 2055-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.000000% 10/01/2027                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51609.18      | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 448367                                                       | CUSIP: 36208ECC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         53 | PA      | $55.22         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 3.500000% 08/15/2024                                          | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1907988.73    | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 903242                                                         | CUSIP: 31411BP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     232510 | PA      | $244632.73     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B                                       | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $1040573.11    | 0.01%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1                                    | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1233692 | PA      | $977583.45     | 0.01%             | 2066-09-25      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0028                                                         | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     653910 | PA      | $564271.13     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA 4.300000% 04/29/2053                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     950000 | PA      | $699859.10     | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.500000% 08/15/2026                                              | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   45936000 | PA      | $42013496.48   | 0.54%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $785174.60     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                         | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                    | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    7015976 | PA      | $6406192.76    | 0.08%             | 2036-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4300000 | PA      | $3610584.48    | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4800000 | PA      | $3953437.49    | 0.05%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 A3                     | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1329000 | PA      | $1329482.29    | 0.02%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A                       | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3554312 | PA      | $3435915.57    | 0.04%             | 2042-01-25      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-97 AI                                                  | CUSIP: 3136BDEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2443386 | PA      | $314355.02     | 0.00%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY HEALTH, INC.                                                                        | BON SECOURS MERCY HEALTH INC 3.464000% 06/01/2030                                 | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1343503.02    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.384000% 04/02/2026                                     | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3002000 | PA      | $2858577.89    | 0.04%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 4.000000% 11/15/2047                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     330000 | PA      | $244066.33     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3540264.65    | 0.05%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                                                               | RECKITT BENCKISER TREASURY SERVICES PLC 144A 2.750000% 06/26/2024                 | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | NUSS              | GB        |    3675000 | PA      | $3557712.96    | 0.05%             | 2024-06-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRK - JP MORGAN                                                                                       | BRK - JP MORGAN PAY - 2.62% FIXED                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    2934000 | NC      | $295175.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                       | MVW 2021-1W LLC MVWOT 2021-1WA B                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     548036 | PA      | $496771.96     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                          | SANTANDER HOLDINGS USA INC 3.450000% 06/02/2025                                   | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     404000 | PA      | $384300.79     | 0.00%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047           | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     350000 | PA      | $289550.44     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                    | AMERICAN INTERNATIONAL GROUP INC 3.900000% 04/01/2026                             | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     281000 | PA      | $273031.03     | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1584                                                         | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     342612 | PA      | $330836.18     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                           | CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044                                 | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     810000 | PA      | $610027.20     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.000000% 05/15/2029                                       | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1078399.62    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.400000% 08/20/2050                                                    | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      93000 | PA      | $61684.50      | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1222168 | PA      | $1207971.52    | 0.02%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM, INC.                                                                           | BAYCARE HEALTH SYSTEM INC 3.831000% 11/15/2050                                    | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2222981.11    | 0.03%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN1774                                                      | CUSIP: 3617YY6K7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     460117 | PA      | $415362.44     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                     | CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 1A1                           | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      26437 | PA      | $25531.89      | 0.00%             | 2033-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     660462 | PA      | $655174.80     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 2.196000% 02/04/2026                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2769000 | PA      | $2517063.67    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BA7255                                                         | CUSIP: 3140ECBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     555797 | PA      | $535808.31     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4127                                                      | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1622593 | PA      | $1530105.86    | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5743                                                         | CUSIP: 3140X9LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     205189 | PA      | $178520.13     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY -- FLOAT                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   65735000 | NC      | $-3084963.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                | PNC FINANCIAL SERVICES GROUP INC/THE 6.037000% 10/28/2033                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1812041.81    | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                                                                  | UBS AG/LONDON MTN 4.500000% 06/26/2048                                            | CUSIP: 902674XN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    1540000 | PA      | $1311260.21    | 0.02%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 555398                                                       | CUSIP: 36213H7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10245 | PA      | $10584.02      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                                                                | WEC ENERGY GROUP INC 0.800000% 03/15/2024                                         | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1399354.09    | 0.02%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 144A 3.625000% 03/15/2032                                                 | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3757042.72    | 0.05%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.490000% 08/05/2025                                            | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    2605000 | PA      | $2551446.07    | 0.03%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 GMALT 2022-3 A4                      | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2343000 | PA      | $2294287.86    | 0.03%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG07 A2                   | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1969000 | PA      | $1769603.11    | 0.02%             | 2032-08-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| FWD SECURITIZATION TRUST                                                                              | FWDSECURITIZATION TRUST 2019-INV1 FWD 2019-INV1 A1                                | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     513833 | PA      | $468374.07     | 0.01%             | 2049-06-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1096                                                        | CUSIP: 3132DNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5204020 | PA      | $4311018.11    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                                     | BUNKER HILL LOAN DEPOSITARY TRUST 2019-3 BHLD 2019-3 A1                           | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     428424 | PA      | $412012.21     | 0.01%             | 2059-11-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1212439.28    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.750000% 04/01/2030                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1131856.02    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU1642                                                         | CUSIP: 3140M2ZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     989864 | PA      | $937432.74     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0225                                                        | CUSIP: 3132DMHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1137115 | PA      | $1027477.60    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB4696                                                         | CUSIP: 3140QQGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2130030 | PA      | $2218283.98    | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                     | CITIGROUP MORTGAGE LOAN TRUST 2021-INV2 CMLTI 2021-INV2 A3A                       | CUSIP: 17329RAY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |          0 | PA      | $0.01          | 0.00%             | 2051-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1600715.94    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     110000 | PA      | $101554.30     | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2022-BNK43 BANK 2022-BNK43 A5                                                | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4430000 | PA      | $4212911.39    | 0.05%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5010 IK                                                    | CUSIP: 3137FVQ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     418455 | PA      | $61874.13      | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2577978.83    | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4696                                                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     159472 | PA      | $161003.10     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-NQM8 CSMC 2021-NQM8 A1                                                  | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2824473 | PA      | $2280564.22    | 0.03%             | 2066-10-25      | Floating      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC7127                                                        | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     275535 | PA      | $228885.06     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781324                                                       | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      13520 | PA      | $14215.30      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                             | DELL INTERNATIONAL LLC / EMC CORP 6.100000% 07/15/2027                            | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     742000 | PA      | $762366.75     | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                                         | SABINE PASS LIQUEFACTION LLC 5.750000% 05/15/2024                                 | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1682685.51    | 0.02%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0191                                                         | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     374458 | PA      | $323609.32     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 4.150000% 09/09/2032                                                  | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2280150.12    | 0.03%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5603000 | PA      | $4539211.28    | 0.06%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2019-MMP BX 2019-MMP A                                                   | CUSIP: 05606KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1437805 | PA      | $1403933.57    | 0.02%             | 2036-08-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 3866 SA                                                    | CUSIP: 3137AACP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     310530 | PA      | $17719.26      | 0.00%             | 2041-05-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     410999 | PA      | $395830.49     | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM0071                                                         | CUSIP: 3140X3CH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      87955 | PA      | $82512.52      | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4493                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12288425 | PA      | $10535574.12   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1086696.69    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 490404                                                       | CUSIP: 36210EX95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2816 | PA      | $2903.29       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      90983 | PA      | $92086.28      | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                     | EATON CORP 4.000000% 11/02/2032                                                   | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      99000 | PA      | $91749.46      | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | United States Treasury Note/Bond 3.625000% 08/15/2043                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     460000 | PA      | $433567.97     | 0.01%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 5.100000% 02/15/2045                            | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     485000 | PA      | $442680.22     | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.000000% 07/15/2025                                              | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   24955000 | PA      | $24233644.53   | 0.31%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $1923028.48    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 3.950000% 08/16/2025                                   | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245850.95     | 0.00%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 5.350000% 09/01/2040                                                     | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     230000 | PA      | $219104.57     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB3031                                                         | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1691515 | PA      | $1450734.50    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                                   | CHEVRON CORP 3.078000% 05/11/2050                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $707661.16     | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                                                     | PALMER SQUARE CLO 2019-1 LTD PLMRS 2019-1A A1R                                    | CUSIP: 69700GAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2430000 | PA      | $2343047.31    | 0.03%             | 2034-11-14      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                       | FOX CORP 5.476000% 01/25/2039                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     270000 | PA      | $248637.79     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5663361.51    | 0.07%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 606773                                                       | CUSIP: 36201YCJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4795 | PA      | $4958.94       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2950                                                         | CUSIP: 3140QAH45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                                 | PAYPAL HOLDINGS INC 2.300000% 06/01/2030                                          | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $5460872.60    | 0.07%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 3.175000% 07/09/2050                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |     603000 | PA      | $422167.95     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.739000% 10/15/2030                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1392888.85    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9468                                                         | CUSIP: 3138ERQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2237960 | PA      | $2145997.37    | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 711731                                                       | CUSIP: 36297GVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     350416 | PA      | $325245.53     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA4819                                                         | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     160932 | PA      | $154555.51     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS6328                                                         | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     848842 | PA      | $799098.44     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2018-COR3 MORTGAGE TRUST COMM 2018-COR3 A2                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6103000 | PA      | $5714736.29    | 0.07%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA 3.160000% 01/23/2030                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     310000 | PA      | $268337.11     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7255                                                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     880514 | PA      | $777628.39     | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFR 1yr MidCurve Dec22C  96.5                                                                        | SOFR 1yr MidCurve Dec22C  96.5 LONG                                               | CUSIP: 012HN1J75<br>LEI: N/A                  | N/A              | DIR              |  | US        |        285 | NC      | $3562.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                   | US 5YR FUTR OPTN  Jan23P106.25 SHORT                                              | CUSIP: 018YVVP78<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -275 | NC      | $-19335.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.500000% 05/15/2024                                              | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    7839000 | PA      | $7607198.34    | 0.10%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                                   | EOG RESOURCES INC 4.375000% 04/15/2030                                            | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     860000 | PA      | $844491.58     | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                                                              | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $772533.22     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     560000 | PA      | $415696.91     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.550000% 02/15/2031                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     480000 | PA      | $397984.19     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE LLC                                                                        | STWD 2019-FL1 LTD STWD 2019-FL1 A                                                 | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     483537 | PA      | $478199.87     | 0.01%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                                  | VIRGINIA HOUSING DEVELOPMENT AUTHORITY VHDA 2006-C CTFS                           | CUSIP: 92812ULT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      71201 | PA      | $71235.48      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7056                                                      | CUSIP: 36179VZV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     131512 | PA      | $130408.45     | 0.00%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV8515                                                         | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11696334 | PA      | $10358872.70   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5434                                                         | CUSIP: 3140X9BC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     212110 | PA      | $212647.06     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     385000 | PA      | $426416.07     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                                 | QUALCOMM INC 6.000000% 05/20/2053                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $2001342.34    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-1 IG                                                   | CUSIP: 3136BDY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1658897 | PA      | $277443.39     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4720                                                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1025474 | PA      | $996045.62     | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2373                                                         | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6700394 | PA      | $5781895.99    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.301000% 10/15/2025                                          | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $443555.75     | 0.01%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL3026                                                         | CUSIP: 3138EKLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      33079 | PA      | $31196.22      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1025623 | PA      | $868158.74     | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.580000% 04/22/2032                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2441167.75    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 5.294000% 08/18/2027                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    2000000 | PA      | $1940734.84    | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BJ1764                                                         | CUSIP: 3140H26A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     133030 | PA      | $130436.53     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1403                                                         | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     362501 | PA      | $332675.30     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6999                                                      | CUSIP: 36179VX47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     487564 | PA      | $483540.55     | 0.01%             | 2050-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1765000 | PA      | $1685963.30    | 0.02%             | 2036-10-16      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HOLDINGS GP                                                                       | SES GLOBAL AMERICAS HOLDINGS INC 144A 5.300000% 03/25/2044                        | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $1561497.08    | 0.02%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR3257                                                         | CUSIP: 3140L1TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     478076 | PA      | $401285.68     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                        | MORGAN STANLEY CAPITAL I TRUST 2019-BPR MSC 2019-BPR A                            | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2656663 | PA      | $2531938.74    | 0.03%             | 2036-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                                 | CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.700000% 11/15/2029                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1683959.02    | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                                                  | VITERRA FINANCE BV 144A 3.200000% 04/21/2031                                      | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | NUSS              | NL        |     356000 | PA      | $270145.65     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA                           | CUSIP: 38374DJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1721971 | PA      | $68526.53      | 0.00%             | 2037-12-16      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19135                                                   | CUSIP: 3132JASZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      23689 | PA      | $23252.86      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027                                    | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     510000 | PA      | $461550.00     | 0.01%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 3.700000% 04/01/2024                                          | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1515021.43    | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1581516.26    | 0.02%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                                   | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     461385 | PA      | $410555.89     | 0.01%             | 2065-01-26      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.550000% 02/15/2031                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $4634857.49    | 0.06%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA MTN 4.375000% 03/01/2033                                           | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     380000 | PA      | $333856.24     | 0.00%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0366                                                         | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     658804 | PA      | $575261.46     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 852405                                                         | CUSIP: 31408JAE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9336 | PA      | $9444.71       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U91254                                                   | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     321707 | PA      | $310340.34     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A3                               | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1340000 | PA      | $1343280.05    | 0.02%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8765                                                         | CUSIP: 3140XCW38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2469549 | PA      | $2129423.94    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 5.472000% 09/13/2033                           | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |     310000 | PA      | $308883.22     | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                         | FLORIDA POWER & LIGHT CO 3.250000% 06/01/2024                                     | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     455000 | PA      | $445494.20     | 0.01%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                       | INTERCONTINENTAL EXCHANGE INC 4.600000% 03/15/2033                                | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2043890.06    | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 845355                                                         | CUSIP: 31408AE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      72755 | PA      | $75821.47      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 10/31/2027                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   48185000 | PA      | $48798606.10   | 0.63%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 2B0811                                               | CUSIP: 3128LL3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     198144 | PA      | $202856.32     | 0.00%             | 2042-09-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 487142                                                       | CUSIP: 36210BEP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6997 | PA      | $7228.77       | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BC4732                                                      | CUSIP: 3617B8HH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     256946 | PA      | $241902.20     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                                   | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4                        | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     813000 | PA      | $796393.58     | 0.01%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM3318                                                      | CUSIP: 3617YNVK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     327822 | PA      | $298838.06     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.250000% 02/15/2028                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1260094.06    | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     645000 | PA      | $598077.32     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                                 | ESSEX PORTFOLIO LP 1.700000% 03/01/2028                                           | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $1527816.94    | 0.02%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                                          | PROCTER & GAMBLE CO/THE 2.800000% 03/25/2027                                      | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122507.32     | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 5.610000% 09/29/2026                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1906661.53    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                           | IMPERIAL BRANDS FINANCE PLC 144A 3.500000% 02/11/2023                             | CUSIP: 453140AB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    1450000 | PA      | $1441735.94    | 0.02%             | 2023-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | AID-ISRAEL 5.500000% 09/18/2033                                                   | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $1107294.76    | 0.01%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                    | PIEDMONT NATURAL GAS CO INC 5.050000% 05/15/2052                                  | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1820115.24    | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2011-96 SA                                                  | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     716106 | PA      | $49170.97      | 0.00%             | 2041-10-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ1528                                                         | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     140062 | PA      | $117045.27     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR1001                                                         | CUSIP: 3140KYDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     173086 | PA      | $150979.70     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                             | KRAFT HEINZ FOODS CO 4.875000% 10/01/2049                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3552155.76    | 0.05%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.300000% 05/15/2031                                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $125324.34     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5111                                                         | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1434032 | PA      | $1373788.46    | 0.02%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | AID-ISRAEL ZERO COUPON 08/15/2025                                                 | CUSIP: 465139MX8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $883551.61     | 0.01%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                         | PEPSICO INC 2.250000% 03/19/2025                                                  | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76307.19      | 0.00%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 4.500000% 01/15/2030                                            | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     256000 | PA      | $240093.75     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS5964                                                         | CUSIP: 3140LGTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      99422 | PA      | $93964.59      | 0.00%             | 2032-06-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BC9077                                                         | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     370950 | PA      | $346915.14     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-56 DI                                                  | CUSIP: 3136BBMQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     799798 | PA      | $125533.07     | 0.00%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3058                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1182304 | PA      | $1143461.60    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2300000 | PA      | $2150675.95    | 0.03%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2018-38 PA                                                  | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     730768 | PA      | $700919.09     | 0.01%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1445772.82    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A3                               | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2365000 | PA      | $2370789.05    | 0.03%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                   | ONCOR ELECTRIC DELIVERY CO LLC 2.750000% 05/15/2030                               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1703946.60    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                              | COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1783975 | PA      | $1571866.07    | 0.02%             | 2067-02-25      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG B70787                                                   | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      71894 | PA      | $71547.10      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 870977                                                         | CUSIP: 31409GUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2215 | PA      | $2280.82       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                     | JOHNSON & JOHNSON 3.700000% 03/01/2046                                            | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     970000 | PA      | $836836.36     | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     590000 | PA      | $416610.26     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2388358 | PA      | $2156149.91    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB3044                                                         | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     976956 | PA      | $843083.10     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784749                                                      | CUSIP: 3622AAEW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      50734 | PA      | $52187.14      | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP 4.950000% 02/15/2030                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47267.65      | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 2.450000% 12/02/2031                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    2650000 | PA      | $2208456.71    | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC9154                                                        | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     663074 | PA      | $592646.95     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -743 | NC      | $-88904593.75  | -1.15%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.375000% 04/15/2029                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3879000 | PA      | $3427371.52    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                             | BPR TRUST 2022-OANA BPR 2022-OANA A                                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1855000 | PA      | $1805016.28    | 0.02%             | 2037-04-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 2.460000% 12/15/2025                                          | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1095850 | PA      | $1053637.09    | 0.01%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027                                   | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     220000 | PA      | $206312.76     | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                              | NATIONAL SECURITIES CLEARING CORP 144A 1.200000% 04/23/2023                       | CUSIP: 637639AA3<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     620000 | PA      | $611223.85     | 0.01%             | 2023-04-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                               | FLAGSTAR MORTGAGE TRUST 2018-2 FSMT 2018-2 A4                                     | CUSIP: 33851HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      50665 | PA      | $49625.06      | 0.00%             | 2048-04-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-184 IO                          | CUSIP: 38380RKU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2869970 | PA      | $189981.41     | 0.00%             | 2060-11-16      | Floating      | 0.91%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES CORPORATION                                                              | RASC SERIES 2006-KS2 TRUST RASC 2006-KS2 M2                                       | CUSIP: 75406BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1702970 | PA      | $1664430.81    | 0.02%             | 2036-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6015                                                         | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     164428 | PA      | $158370.99     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2004-A3 JPMMT 2004-A3 SF3                                | CUSIP: 466247DD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     185775 | PA      | $168974.55     | 0.00%             | 2034-06-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $230169.88     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 1.305000% 02/02/2027                                  | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    6030000 | PA      | $4741871.40    | 0.06%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                                 | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/22/2023                      | CUSIP: 65339KBT6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4998890.65    | 0.06%             | 2023-02-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                            | CHINA GOVERNMENT BOND 3.310000% 11/30/2025                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    5000000 | PA      | $714151.72     | 0.01%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 3.848000% 04/12/2023                                           | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    1200000 | PA      | $1193602.56    | 0.02%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q48094                                                   | CUSIP: 3132WM7G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     365760 | PA      | $354810.52     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 783669                                                       | CUSIP: 3622A2CE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     374782 | PA      | $347910.76     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD3644                                                        | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     752231 | PA      | $623535.90     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR4056                                                         | CUSIP: 3140L2QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     408555 | PA      | $339900.40     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2005-4 NSLT 2005-4 A4                                   | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     530637 | PA      | $513914.75     | 0.01%             | 2032-03-22      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN5874                                                      | CUSIP: 3617F5Q37<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     470569 | PA      | $424753.98     | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.400000% 06/14/2046                                         | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $179127.45     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 1.589000% 05/24/2027                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    3320000 | PA      | $2844588.75    | 0.04%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE2369                                                         | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     574507 | PA      | $556700.82     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5944                                                         | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     584127 | PA      | $502911.77     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                                   | VENTURE 32 CLO LTD VENTR 2018-32A A2A                                             | CUSIP: 92325QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $883651.50     | 0.01%             | 2031-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                                                | TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030                           | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1177132.65    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 596697                                                         | CUSIP: 31387W3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      38560 | PA      | $39166.35      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06361                                                   | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      15088 | PA      | $14908.51      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE10 MORTGAGE TRUST COMM 2013-CR10 A4                                 | CUSIP: 12626BAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      37000 | PA      | $36650.74      | 0.00%             | 2046-08-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1                   | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2984564 | PA      | $136719.30     | 0.00%             | 2029-06-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 1.8075%                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    2390000 | NC      | $667743.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K143 X1                   | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6996887 | PA      | $187720.19     | 0.00%             | 2055-04-25      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4880 DA                                                    | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1216041 | PA      | $1122899.27    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3424987 | PA      | $2831163.98    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA3882                                                        | CUSIP: 3133KKJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     914866 | PA      | $762818.32     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA1711                                                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1020501 | PA      | $1009559.49    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.871000% 11/22/2032                                            | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1250000 | PA      | $952233.48     | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 04/30/2025                                              | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    7646000 | PA      | $7408555.84    | 0.10%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2671 S                                                     | CUSIP: 31394HVK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      25854 | PA      | $26926.59      | 0.00%             | 2033-09-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4512                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11853851 | PA      | $10169815.93   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 495940                                                       | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4927 | PA      | $5082.70       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 A3                     | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2380000 | PA      | $2317199.42    | 0.03%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 3.150000% 08/15/2027                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     850000 | PA      | $788327.79     | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 917988                                                         | CUSIP: 31411X2V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2992 | PA      | $3062.33       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                           | LOCKHEED MARTIN CORP 3.550000% 01/15/2026                                         | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     716000 | PA      | $699733.55     | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                                  | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1490000 | PA      | $1112926.45    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 840065                                                         | CUSIP: 31407TJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7554 | PA      | $7654.55       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                             | CIM TRUST 2022-R2 CIM 2022-R2 A1                                                  | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1417626 | PA      | $1328629.94    | 0.02%             | 2061-12-25      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL5369                                                         | CUSIP: 3138EM6F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      15986 | PA      | $15980.80      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 7.500000% 05/01/2031                                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     240000 | PA      | $260400.00     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5680                                                         | CUSIP: 3140JAJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      98375 | PA      | $98800.79      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.217000% 12/06/2023                                  | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $6039113.04    | 0.08%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                   | SOCIETE GENERALE SA MTN 2.625000% 01/22/2025                                      | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    1345000 | PA      | $1256171.92    | 0.02%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1877603.82    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0352                                                         | CUSIP: 3140XFMA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1145537 | PA      | $945380.82     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29424000 | PA      | $19996826.40   | 0.26%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO 6.250000% 10/02/2043                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     940000 | PA      | $905634.16     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS3098                                                         | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1761492 | PA      | $1616559.79    | 0.02%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1701882 | PA      | $1445719.98    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 586207                                                       | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      74202 | PA      | $76785.64      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.750000% 05/18/2046                                                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127949.02     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     480000 | PA      | $431778.21     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8576                                                         | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3323396 | PA      | $2999555.91    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5919                                                         | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     674303 | PA      | $634655.73     | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                      | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     840000 | PA      | $752574.29     | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2               | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      24893 | PA      | $22631.17      | 0.00%             | 2034-06-25      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6555                                                         | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1038195 | PA      | $859009.67     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                        | CHARLES SCHWAB CORP/THE 2.900000% 03/03/2032                                      | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1444680.92    | 0.02%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841249                                               | CUSIP: 31288QL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1290433 | PA      | $1276584.55    | 0.02%             | 2049-03-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A3                                | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2630000 | PA      | $2581541.46    | 0.03%             | 2066-07-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                              | DIAMONDBACK ENERGY INC 3.250000% 12/01/2026                                       | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     380000 | PA      | $356178.56     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2403268 | PA      | $2006660.91    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                              | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3                   | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1661000 | PA      | $1624396.54    | 0.02%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.200000% 02/23/2023                                  | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     670000 | PA      | $667588.00     | 0.01%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2006-125 SM                                                 | CUSIP: 31396PDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     206406 | PA      | $20879.59      | 0.00%             | 2037-01-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 4.050000% 12/03/2042                                          | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      70000 | PA      | $60771.20      | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9150                                                         | CUSIP: 3138EREY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1388290 | PA      | $1401816.90    | 0.02%             | 2046-01-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 7.390000% 11/03/2028                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    2373000 | PA      | $2488664.48    | 0.03%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 5.250000% 04/15/2025                                                      | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $748460.05     | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                                    | COSTAR GROUP INC 144A 2.800000% 07/15/2030                                        | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1221155.88    | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                                            | CSMC 2020-FACT CSMC 2020-FACT A                                                   | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4280000 | PA      | $4109863.58    | 0.05%             | 2037-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1808306 | PA      | $1560427.84    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 4.796000% 11/15/2024                              | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    4580000 | PA      | $4494180.19    | 0.06%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-65 DI                                                  | CUSIP: 3136BBTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2698249 | PA      | $497271.17     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 1.571000% 04/15/2023                                             | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69181.92      | 0.00%             | 2023-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                                       | LLOYDS BANK PLC 3.500000% 05/14/2025                                              | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | NUSS              | GB        |     100000 | PA      | $96355.02      | 0.00%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 604785                                                       | CUSIP: 36200M2S1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       7992 | PA      | $8256.83       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08748                                                   | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     324532 | PA      | $304333.28     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                     | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 CMLTI 2021-INV1 A3A                       | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1250175 | PA      | $1009711.11    | 0.01%             | 2051-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 2.309000% 07/20/2032                           | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    1908000 | PA      | $1487560.31    | 0.02%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 3.419000% 04/15/2033                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1218795.26    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 4.875000% 12/09/2045                                          | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     670000 | PA      | $629760.25     | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     380000 | PA      | $266536.18     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                                    | ABN AMRO BANK NV 144A 2.470000% 12/13/2029                                        | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |    2000000 | PA      | $1621228.88    | 0.02%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026                                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2180000.00    | 0.03%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1000341.74    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                    | ROYALTY PHARMA PLC 1.200000% 09/02/2025                                           | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |     980000 | PA      | $878413.58     | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 1.87%                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    5610000 | NC      | $1470799.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67707                                                   | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    8124886 | PA      | $7609163.24    | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.592000% 04/29/2031                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1427681.77    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 0.925000% 10/21/2024                                  | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5443000 | PA      | $5191330.21    | 0.07%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.375000% 08/15/2024                                              | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    2072000 | PA      | $1999156.25    | 0.03%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.565000% 06/14/2030                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1764549.82    | 0.02%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM0721                                                      | CUSIP: 3617YKYS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     546958 | PA      | $507273.96     | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Student Loan Student Loan Backed Notes                                                 | SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A                            | CUSIP: 83715RAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1062482 | PA      | $1055764.58    | 0.01%             | 2036-01-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                                 | NESTLE HOLDINGS INC 144A 4.700000% 01/15/2053                                     | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     819000 | PA      | $797561.82     | 0.01%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5071                                                        | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6790621 | PA      | $5869762.98    | 0.08%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Z40209                                                   | CUSIP: 3132FCGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2562043 | PA      | $2544502.94    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                          | US BANCORP MTN 3.600000% 09/11/2024                                               | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157372.13     | 0.00%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     950000 | PA      | $906388.02     | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2648                                                         | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   21960094 | PA      | $20153200.09   | 0.26%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      94019 | PA      | $90549.46      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.000000% 04/13/2028                           | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     310000 | PA      | $300075.90     | 0.00%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6767                                                         | CUSIP: 3140LHQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     199781 | PA      | $197524.67     | 0.00%             | 2032-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                                   | HOTWIRE FUNDING LLC HWIRE 2021-1 A2                                               | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1625000 | PA      | $1411350.20    | 0.02%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      39332 | PA      | $36214.74      | 0.00%             | 2033-10-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                                     | CEDAR FUNDING V CLO LTD CEDF 2016-5A AFRR                                         | CUSIP: 15032AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1580000 | PA      | $1425687.72    | 0.02%             | 2031-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.376000% 04/27/2028                                     | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1977875.63    | 0.03%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3942                                                         | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1066617 | PA      | $934197.34     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG B90491                                                   | CUSIP: 313929RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      73012 | PA      | $75699.83      | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 6.250000% 04/15/2049                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1314486.47    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     420000 | PA      | $329374.85     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                              | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2486239.37    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1253768.62    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2019-OC11 BX 2019-OC11 A                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     950000 | PA      | $800364.84     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1604000 | PA      | $1370098.48    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2300092 | PA      | $1913548.22    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 7.050000% 03/15/2033                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      50000 | PA      | $57696.23      | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                                            | AETNA INC 2.800000% 06/15/2023                                                    | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2356121.20    | 0.03%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3873                                                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     414753 | PA      | $380471.17     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.000000% 06/30/2024                                              | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1342000 | PA      | $1310337.19    | 0.02%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2022-4 TPMT 2022-4 A1                                   | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3518532 | PA      | $3286157.03    | 0.04%             | 2062-09-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                                | SEALED AIR CORP 144A 1.573000% 10/15/2026                                         | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1379264.53    | 0.02%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO6798                                                         | CUSIP: 3140K2RU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     677526 | PA      | $605014.62     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4387                                                         | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4593642 | PA      | $3925105.61    | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                     | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2004-UST1 A6                              | CUSIP: 17307GLD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       8727 | PA      | $7741.54       | 0.00%             | 2034-08-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                                         | PETROBRAS GLOBAL FINANCE BV 6.250000% 03/17/2024                                  | CUSIP: 71647NAM1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |    1930000 | PA      | $1942545.00    | 0.03%             | 2024-03-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                          | VMWARE INC 4.700000% 05/15/2030                                                   | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1376567.21    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1844385.28    | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        108 | NC      | $14718375.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 461684                                                       | CUSIP: 36208U2R7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5146 | PA      | $5316.31       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G15963                                                   | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1313742 | PA      | $1242054.30    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                       | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    1073000 | PA      | $867890.69     | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0626C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5390000 | PA      | $5547458.02    | 0.07%             | 2052-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                     | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5568000 | PA      | $5008481.26    | 0.06%             | 2037-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11060000 | PA      | $8055222.63    | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 610504                                                       | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1661 | PA      | $1714.90       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                               | BANK OF NOVA SCOTIA/THE 4.588000% 05/04/2037                                      | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |     710000 | PA      | $612218.53     | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                                   | TOYOTA AUTO RECEIVABLES 2022-B OWNER TRUST TAOT 2022-B A4                         | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1873000 | PA      | $1779917.14    | 0.02%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.500000% 11/15/2025                                              | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    4392000 | PA      | $4441410.00    | 0.06%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY                                            | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418000% 11/15/2035             | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | NUSS              | US        |    2031000 | PA      | $1916964.69    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 4.125000% 05/11/2035                               | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    2445000 | PA      | $2296861.48    | 0.03%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C1 JPMBB 2013-C17 B               | CUSIP: 46640UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     230000 | PA      | $223164.79     | 0.00%             | 2047-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                                      | CANADIAN NATIONAL RAILWAY CO 4.400000% 08/05/2052                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |     767000 | PA      | $693685.93     | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5265                                                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     977687 | PA      | $970871.38     | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1163870 | PA      | $1124223.59    | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2220177 | PA      | $1858418.54    | 0.02%             | 2066-10-25      | Floating      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4478000 | PA      | $4241819.04    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 2021-FL6 LTD MF1 2021-FL6 A                                                   | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     570000 | PA      | $545878.17     | 0.01%             | 2036-07-16      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 3.150000% 11/15/2025                                                 | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     956000 | PA      | $909678.04     | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL6406                                                         | CUSIP: 3138EPDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      33871 | PA      | $35459.42      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 5.600000% 07/15/2041                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     680000 | PA      | $657064.12     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 4.100000% 02/15/2047                                    | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $806000.00     | 0.01%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0583                                                         | CUSIP: 3140XFUH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     380554 | PA      | $328034.87     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENERGY PARTNERS LP 5.000000% 03/01/2043                             | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43638.81      | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA0939                                                         | CUSIP: 31418ABH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     131127 | PA      | $132867.61     | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $3858309.43    | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.                                                      | MASTR ASSET BACKED SECURITIES TRUST 2006-WMC3 MABS 2006-WMC3 A4                   | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     682777 | PA      | $236346.13     | 0.00%             | 2036-08-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL PLC 144A 4.000000% 09/11/2027                              | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |     280000 | PA      | $262617.46     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 AC0978                                                      | CUSIP: 36179ACP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      24450 | PA      | $23699.90      | 0.00%             | 2063-04-20      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 2.700000% 04/15/2030                                           | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     480000 | PA      | $424774.04     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 603107                                                       | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6865 | PA      | $7113.64       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                                 | FREEPORT-MCMORAN INC 5.400000% 11/14/2034                                         | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     330000 | PA      | $308035.20     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8936                                                         | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      21014 | PA      | $18951.46      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7987                                                         | CUSIP: 3140XB2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     995758 | PA      | $827484.28     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3060                                                         | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     133488 | PA      | $127675.40     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.400000% 03/15/2050                                                   | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1010308.31    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                                 | VALE OVERSEAS LTD 6.875000% 11/21/2036                                            | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |    1595000 | PA      | $1648268.22    | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4232                                                         | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7575635 | PA      | $6468554.32    | 0.08%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     734635 | PA      | $440434.41     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6230000 | PA      | $5105766.60    | 0.07%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.500000% 11/30/2024                                              | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3532000 | PA      | $3542485.63    | 0.05%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                               | WALT DISNEY CO/THE 8.875000% 04/26/2023                                           | CUSIP: 254687CP9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152259.09     | 0.00%             | 2023-04-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 90DAY EURO$ FUTR  MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |        177 | NC      | $41966700.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4511                                                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    5627739 | PA      | $5452239.76    | 0.07%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5185000 | PA      | $4829984.61    | 0.06%             | 2032-07-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST                                                      | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2022-A A4                 | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1040000 | PA      | $1013057.24    | 0.01%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.593000% 07/21/2028                                     | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     710000 | PA      | $658290.89     | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 602146                                                       | CUSIP: 36200H5F7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        376 | PA      | $387.95        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-163 IO                          | CUSIP: 38378NEU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1576380 | PA      | $26620.33      | 0.00%             | 2046-02-16      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AC1604                                                         | CUSIP: 31417KYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2203989 | PA      | $2148128.56    | 0.03%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   97090802 | NS      | $97090802.31   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781562                                                       | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4390 | PA      | $4590.13       | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0434                                                         | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     550225 | PA      | $479980.69     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                                | NSTAR ELECTRIC CO 4.550000% 06/01/2052                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     885000 | PA      | $809108.08     | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   15640000 | PA      | $14928257.70   | 0.19%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F062622<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    9300000 | PA      | $9540075.32    | 0.12%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                   | RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7                                       | CUSIP: 75410JAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   12123604 | PA      | $10409726.53   | 0.14%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     339000 | PA      | $219737.43     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR4756                                                         | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     377287 | PA      | $314230.61     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS0560                                                         | CUSIP: 3138W9TS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9820 | PA      | $9844.49       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/GBP SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-65826.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                                                               | EQUITABLE HOLDINGS INC 3.900000% 04/20/2023                                       | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     910000 | PA      | $906183.81     | 0.01%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4068                                                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     177295 | PA      | $162622.65     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3                     | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1973000 | PA      | $1929047.08    | 0.03%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2016-57 PC                                                  | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4100556 | PA      | $3450724.11    | 0.04%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     393303 | PA      | $371852.56     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5                                   | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4135146 | PA      | $3971429.63    | 0.05%             | 2033-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 4.300000% 07/08/2034                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     285000 | PA      | $252471.51     | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1741420 | PA      | $1554673.91    | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     970000 | PA      | $920577.34     | 0.01%             | 2057-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.272000% 09/29/2025                                  | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1925439.96    | 0.02%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU0580                                                         | CUSIP: 3140M1UE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2027566 | PA      | $1859093.43    | 0.02%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BE6454                                                      | CUSIP: 3617G1E38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     881745 | PA      | $832291.21     | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5217 CD                                                    | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1779818 | PA      | $1633636.03    | 0.02%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.300000% 03/08/2026                                            | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     580000 | PA      | $564499.24     | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786216                                                      | CUSIP: 3622ABYM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     592885 | PA      | $544789.97     | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFR 1yr MidCurve Dec22C  95.5                                                                        | SOFR 1yr MidCurve Dec22C  95.5 LONG                                               | CUSIP: 012HN1H24<br>LEI: N/A                  | N/A              | DIR              |  | US        |        145 | NC      | $70687.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT7698                                                         | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     101048 | PA      | $98703.22      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1014                                                         | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     667347 | PA      | $554733.92     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                     | EVERSOURCE ENERGY 1.650000% 08/15/2030                                            | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $969315.20     | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036                             | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $234323.20     | 0.00%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5013 IN                                                    | CUSIP: 3137FW3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     509166 | PA      | $78947.79      | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                 | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A7                                 | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      95919 | PA      | $93785.61      | 0.00%             | 2034-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                                         | BECTON DICKINSON AND CO 4.685000% 12/15/2044                                      | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     412000 | PA      | $377715.90     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                         | VISTRA OPERATIONS CO LLC 144A 4.300000% 07/15/2029                                | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2463095.94    | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 621970                                                       | CUSIP: 36290Y6F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       8970 | PA      | $9311.98       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 A4                                      | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3753302 | PA      | $3623986.44    | 0.05%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-31 JC                           | CUSIP: 38381RD22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     533346 | PA      | $508081.80     | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   60900000 | PA      | $53893446.47   | 0.70%             | 2171-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781776                                                       | CUSIP: 36225B6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      22487 | PA      | $23444.38      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP 2.700000% 04/15/2031                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     583000 | PA      | $481312.41     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9546                                                         | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     413967 | PA      | $388927.58     | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU9889                                                         | CUSIP: 3140MB7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      89925 | PA      | $80640.86      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                    | PIEDMONT NATURAL GAS CO INC 2.500000% 03/15/2031                                  | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1638547.20    | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0024                                                         | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     688944 | PA      | $601531.62     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                       | BP CAPITAL MARKETS AMERICA INC 3.796000% 09/21/2025                               | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88532.97      | 0.00%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                                                    | CREDIT SUISSE AG/NEW YORK NY 5.000000% 07/09/2027                                 | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | NUSS              | CH        |     600000 | PA      | $534085.96     | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST                                     | IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORT IFUND 2010-1 A1                | CUSIP: 45257HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1333635 | PA      | $1292683.13    | 0.02%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G18713                                                   | CUSIP: 3128MMYK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1121221 | PA      | $1084456.56    | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.083000% 04/22/2026                                          | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1189137.51    | 0.02%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.100000% 05/01/2026                                                | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     230000 | PA      | $214421.84     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 5.000000% 11/26/2028                                 | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |     980000 | PA      | $980269.02     | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-H04 FB                          | CUSIP: 38375UDJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1036627 | PA      | $1030646.68    | 0.01%             | 2064-02-20      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 2.219000% 06/09/2026                                          | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     950000 | PA      | $872450.54     | 0.01%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                                                | ORBIA ADVANCE CORP SAB DE CV 144A 1.875000% 05/11/2026                            | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | NUSS              | MX        |    1410000 | PA      | $1228561.20    | 0.02%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2015-M8 X2                                                    | CUSIP: 3136ANYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   60574932 | PA      | $94890.63      | 0.00%             | 2025-01-25      | Floating      | 0.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q53571                                                   | CUSIP: 3132XV6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1109699 | PA      | $1038565.86    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.125000% 07/25/2028                                                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $245545.96     | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 5.000000% 06/15/2045                                            | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1466063.62    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C A2                             | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3005000 | PA      | $2847881.17    | 0.04%             | 2053-01-15      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM4750                                                         | CUSIP: 3140J9H46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      81710 | PA      | $77073.57      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 563302                                                       | CUSIP: 36213SX75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       7315 | PA      | $7549.57       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    9180420 | PA      | $8088695.39    | 0.10%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CI1513                                                      | CUSIP: 3617X5VE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      98479 | PA      | $87761.99      | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C90930                                                   | CUSIP: 3128P7A78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       1368 | PA      | $1374.16       | 0.00%             | 2025-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                              | ROPER TECHNOLOGIES INC 1.000000% 09/15/2025                                       | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     940000 | PA      | $845544.25     | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                                        | TEXAS INSTRUMENTS INC 1.750000% 05/04/2030                                        | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     440000 | PA      | $364796.81     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1260                                                         | CUSIP: 3140XGMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2567419 | PA      | $2362393.40    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10              | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       6686 | PA      | $6434.83       | 0.00%             | 2033-06-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                                         | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33               | CUSIP: 94980GBF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2018058 | PA      | $1929850.63    | 0.03%             | 2034-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                               | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2006-BC5 A4               | CUSIP: 86359SAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2069076 | PA      | $2010155.78    | 0.03%             | 2036-12-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.948000% 10/21/2027                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1588054.51    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                         | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     801704 | PA      | $733576.90     | 0.01%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 1.450000% 09/01/2025                                          | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     850000 | PA      | $785062.94     | 0.01%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 A5                  | CUSIP: 17322MAW6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     465000 | PA      | $451883.33     | 0.01%             | 2047-05-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                        | RFC PRINCIPAL  STRIP ZERO COUPON 04/15/2030                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2570000 | PA      | $1857529.46    | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                                    | F&G GLOBAL FUNDING 144A 1.750000% 06/30/2026                                      | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1405540.03    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL4741                                                         | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     149427 | PA      | $148307.83     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     501000 | PA      | $342627.78     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     742207 | PA      | $639979.34     | 0.01%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 424 C11                                             | CUSIP: 31397VE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3088629 | PA      | $604774.37     | 0.01%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO                            | CUSIP: 38381ETV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1575705 | PA      | $88363.94      | 0.00%             | 2061-02-16      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3875                                                      | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     483363 | PA      | $467689.52     | 0.01%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                         | AIMCO CLO 11 LTD AIMCO 2020-11A AR                                                | CUSIP: 00140NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5319083.00    | 0.07%             | 2034-10-17      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                            | GLS AUTO RECEIVABLES ISSUER TRUST 2021-3 GCAR 2021-3A A                           | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     361446 | PA      | $358870.98     | 0.00%             | 2025-01-15      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS4271                                                         | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      47380 | PA      | $47500.59      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2012-CCRE2 MORTGAGE TRUST COMM 2012-CR2 CPZ                                  | CUSIP: 12624KAU0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     150000 | PA      | $143998.10     | 0.00%             | 2045-08-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                     | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 CMLTI 2021-INV1 A3A                       | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2421113 | PA      | $1955426.40    | 0.03%             | 2051-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-4 Z                             | CUSIP: 38381EQD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     203189 | PA      | $108889.99     | 0.00%             | 2064-03-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1                | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      51864 | PA      | $47540.93      | 0.00%             | 2034-12-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G01227                                                   | CUSIP: 31283HLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       7488 | PA      | $7648.02       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                                | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-29 5A1               | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      27374 | PA      | $26542.82      | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD2260                                                        | CUSIP: 3133AYQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      91472 | PA      | $81214.22      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE4363                                                        | CUSIP: 3133BDZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3611045 | PA      | $3595271.86    | 0.05%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     834000 | PA      | $688374.18     | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 589367                                                         | CUSIP: 31387NW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3434 | PA      | $3429.20       | 0.00%             | 2031-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC3690                                                        | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     361581 | PA      | $314164.21     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                               | GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      27232 | PA      | $26727.24      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.700000% 02/12/2025                                               | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     360000 | PA      | $348868.64     | 0.00%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC 5.000000% 11/17/2025                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1727746.92    | 0.02%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0551                                                         | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     283009 | PA      | $244595.57     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7675                                                         | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     607155 | PA      | $526836.57     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                      | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 3.750000% 12/01/2031           | CUSIP: 46590XAC0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |     670000 | PA      | $554438.23     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2005-A1 JPMMT 2005-A1 3A4                                | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      43662 | PA      | $40534.48      | 0.00%             | 2035-02-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ5876                                                         | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     249614 | PA      | $216695.76     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PARK CLO                                                                               | POINT AU ROCHE PARK CLO LTD PARPK 2021-1A A                                       | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3130000 | PA      | $3036156.34    | 0.04%             | 2034-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 2.375000% 09/24/2029                                                  | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88856.55      | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW5041                                                         | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3244545 | PA      | $3199312.86    | 0.04%             | 2052-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK5150                                                         | CUSIP: 3140HJWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      75968 | PA      | $73765.34      | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                                | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $1955519.78    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K145 A2                   | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1971000 | PA      | $1697323.69    | 0.02%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                        | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.950000% 03/10/2025           | CUSIP: 709599AZ7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     225000 | PA      | $216835.23     | 0.00%             | 2025-03-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                              | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1762516 | PA      | $1433335.57    | 0.02%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q05261                                                   | CUSIP: 3132GLQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     282756 | PA      | $267009.71     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV5395                                                         | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     569768 | PA      | $527840.40     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC 7.385000% 11/02/2028                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    4030000 | PA      | $4169166.82    | 0.05%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP 3.250000% 01/15/2028                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $445253.62     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC STRIPS FHS 356 300                                                    | CUSIP: 3132J0NU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2403917 | PA      | $2234395.83    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 AM                                     | CUSIP: 20048EBA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1804787 | PA      | $1801784.49    | 0.02%             | 2046-01-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2548                                                         | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     967715 | PA      | $900580.98     | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B                                       | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $1109562.65    | 0.01%             | 2073-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 XA                        | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    4070356 | PA      | $31021.81      | 0.00%             | 2057-10-15      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4010 KM                                                    | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     250690 | PA      | $235974.47     | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                                      | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |    1270000 | PA      | $1203834.50    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 4.750000% 10/21/2045                                  | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362922.04     | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 256101                                                         | CUSIP: 31371MNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6626 | PA      | $6956.47       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                            | ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052                              | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    1707000 | PA      | $1416521.26    | 0.02%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                                | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     160000 | PA      | $128087.72     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.400000% 03/15/2027                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     362000 | PA      | $346189.40     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                                            | CSMC SERIES 2019-NQM1 CSMC 2019-NQM1 A3                                           | CUSIP: 12655VAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1747709 | PA      | $1652467.85    | 0.02%             | 2059-10-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                                      | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  104200000 | PA      | $85908015.10   | 1.11%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                              | VOYA CLO 2016-3 LTD VOYA 2016-3A A1R                                              | CUSIP: 92915HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $739224.00     | 0.01%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                          | PUBLIC SERVICE ENTERPRISE GROUP INC 1.600000% 08/15/2030                          | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     838000 | PA      | $653200.76     | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2528                                                         | CUSIP: 3140XHY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     692687 | PA      | $541634.08     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q45094                                                   | CUSIP: 3132WJUU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1506821 | PA      | $1363279.30    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A                  | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     925042 | PA      | $829975.49     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 577947                                                       | CUSIP: 36201BBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         22 | PA      | $23.17         | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                | EXTRA SPACE STORAGE LP 3.900000% 04/01/2029                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     703000 | PA      | $633323.31     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                               | ROYAL BANK OF CANADA MTN 2.250000% 11/01/2024                                     | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $161878.22     | 0.00%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6321419 | PA      | $5407282.58    | 0.07%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                                 | DOMINION ENERGY INC 3.071000% 08/15/2024                                          | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1739537.96    | 0.02%             | 2024-08-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV2186                                                         | CUSIP: 3140MFNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5943044 | PA      | $5048487.30    | 0.07%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                                      | CAMERON LNG LLC 144A 2.902000% 07/15/2031                                         | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1306262.73    | 0.02%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                    | METROPOLITAN LIFE GLOBAL FUNDING I 144A 0.900000% 06/08/2023                      | CUSIP: 59217GEH8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1506707.62    | 0.02%             | 2023-06-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G18702                                                   | CUSIP: 3128MMX81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     421592 | PA      | $407766.51     | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BN7755                                                         | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4851612 | PA      | $4360760.28    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.375000% 05/01/2023                                               | CUSIP: 594918AT1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49547.16      | 0.00%             | 2023-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                     | BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2002499.46    | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 4.100000% 05/15/2032                                          | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1026202.26    | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028                                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     700000 | PA      | $612449.10     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.000000% 03/01/2048                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     110000 | PA      | $90023.04      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 0.900000% 09/15/2025                                             | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1763758.89    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    4338000 | PA      | $3665130.17    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.750000% 07/15/2042                           | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     666000 | PA      | $552854.53     | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     690000 | PA      | $460292.67     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB0371                                                        | CUSIP: 3133A6MU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     120930 | PA      | $118654.21     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     170870 | PA      | $151666.26     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 4.875000% 03/01/2053                                                    | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1155634.50    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                                                      | OWL ROCK CLO III LTD OR 2020-3A A1L                                               | CUSIP: 691204AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1620000 | PA      | $1579381.74    | 0.02%             | 2032-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 02/28/2023                                                | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8990000 | PA      | $8897209.45    | 0.12%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     280000 | PA      | $300086.28     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9131                                                         | CUSIP: 3140XDED4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1536650 | PA      | $1383057.79    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1812000 | PA      | $1599818.42    | 0.02%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K093 X1                   | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3969355 | PA      | $192484.35     | 0.00%             | 2029-05-25      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                                 | COCA-COLA CO/THE 2.500000% 06/01/2040                                             | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     310000 | PA      | $229742.37     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                      | PARAMOUNT GLOBAL 4.750000% 05/15/2025                                             | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1153205.61    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                  | ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051                                      | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $719019.67     | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9482                                                        | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     236665 | PA      | $197181.55     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1674905 | PA      | $1510783.55    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2009-86 BO                                                  | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     445970 | PA      | $379630.19     | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                     | OCTAGON INVESTMENT PARTNERS XXI LTD OCT21 2014-1A AAR3                            | CUSIP: 67590QBK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1271189.40    | 0.02%             | 2031-02-14      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4208                                                         | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7087164 | PA      | $5867682.14    | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG D63546                                                   | CUSIP: 3128F25F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      14436 | PA      | $14484.43      | 0.00%             | 2025-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1389141.36    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                                                         | RAYMOND JAMES FINANCIAL INC 4.950000% 07/15/2046                                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1384000.27    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-A FORDO 2022-A A3                               | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1082000 | PA      | $1030442.05    | 0.01%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5119 AB                                                    | CUSIP: 3137H0RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1301923 | PA      | $1066300.12    | 0.01%             | 2049-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                                      | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2                        | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       9358 | PA      | $7897.95       | 0.00%             | 2034-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4407                                                         | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     692866 | PA      | $592020.91     | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.250000% 10/15/2025                                              | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3145000 | PA      | $3156548.06    | 0.04%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037                                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1024301.50    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2771                                                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2550747 | PA      | $2304040.40    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G60397                                                   | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     125551 | PA      | $122449.84     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7890                                                         | CUSIP: 3140XBXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2164260 | PA      | $1869537.15    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-1A A                          | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1248000 | PA      | $1143415.48    | 0.01%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781340                                                       | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6763 | PA      | $7074.27       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                           | FEDERAL HOME LOAN BANK 1.610000% 09/04/2024                                       | CUSIP: 3130AQV26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    6180000 | PA      | $5866271.56    | 0.08%             | 2024-09-04      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2663330.94    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8460                                                         | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1754695 | PA      | $1548190.17    | 0.02%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4280                                                         | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2992046 | PA      | $2338169.23    | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRK: JPM                                                                                              | BRK: JPM PAY: 1.95% FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  125970000 | NC      | $-4995598.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                           | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1085000 | PA      | $848048.69     | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                                                                               | LCM XVIII LP LCM 19A AR                                                           | CUSIP: 50188QAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      88395 | PA      | $87882.54      | 0.00%             | 2027-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1344109.33    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                                             | STORE CAPITAL CORP 4.625000% 03/15/2029                                           | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     897000 | PA      | $821449.95     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 2.100000% 04/01/2031                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     321000 | PA      | $254548.03     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO, LTD                                                                                      | RECETTE CLO LTD RCTTE 2015-1A ARR                                                 | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     760000 | PA      | $733666.00     | 0.01%             | 2034-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4963                                                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     964855 | PA      | $934539.94     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                                                        | MID-STATE TRUST XI MDST 11 A1                                                     | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     904469 | PA      | $866299.92     | 0.01%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 5.350000% 11/15/2027                                                 | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1657701.71    | 0.02%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $971761.16     | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2018-5 JPMMT 2018-5 A1                                   | CUSIP: 46649KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     367608 | PA      | $323128.72     | 0.00%             | 2048-10-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $411679.69     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                       | WESTERN MIDSTREAM OPERATING LP VARIABLE RATE 01/13/2023                           | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219560.00     | 0.00%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $312342.54     | 0.00%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2244                                                         | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1881873 | PA      | $1724205.74    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                              | CELANESE US HOLDINGS LLC 6.050000% 03/15/2025                                     | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4885339.53    | 0.06%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5680                                                        | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11355074 | PA      | $9374585.97    | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SMB 2018-C A2A                            | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     686929 | PA      | $644605.97     | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3123                                                         | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1068100 | PA      | $970400.23     | 0.01%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5148                                                        | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     714583 | PA      | $607024.87     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5373                                                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1165487 | PA      | $968203.08     | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    2228000 | PA      | $1943326.43    | 0.03%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6031237 | PA      | $5204870.40    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                       | BARINGS CLO LTD 2013-I BABSN 2013-IA AR                                           | CUSIP: 06760EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2547941 | PA      | $2520344.54    | 0.03%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ                          | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     803225 | PA      | $733385.24     | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                    | DTE ENERGY CO 1.050000% 06/01/2025                                                | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     830000 | PA      | $752036.94     | 0.01%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-IA A1A                | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2958732 | PA      | $2517628.73    | 0.03%             | 2069-04-15      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-89 DI                                                  | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2439579 | PA      | $358635.71     | 0.00%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR8478                                                         | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      83154 | PA      | $69642.78      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                      | SANDS CHINA LTD 5.625000% 08/08/2025                                              | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |     810000 | PA      | $783675.00     | 0.01%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032                                | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    2870000 | PA      | $2745331.62    | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                            | GCAT 2022-INV1 TRUST GCAT 2022-INV1 A1                                            | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2615115 | PA      | $2192917.61    | 0.03%             | 2051-12-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                          | FX Forward Contract: USD/CAD SETTLE 2023-01-18                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-54076.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.658000% 05/24/2028                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1801682.38    | 0.02%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| LIFE STORAGE LP                                                                                       | LIFE STORAGE LP 2.400000% 10/15/2031                                              | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1254204.43    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 3.375000% 02/14/2042                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     876000 | PA      | $709322.08     | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                                         | SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032                                 | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    1406000 | PA      | $1213047.93    | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6343                                                         | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     172855 | PA      | $143807.91     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 579140                                                       | CUSIP: 36201CLV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      16080 | PA      | $16612.13      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $7492394.59    | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 3.750000% 09/01/2046                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     225000 | PA      | $167900.28     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $997939.61     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2005-74 CS                                                  | CUSIP: 31394FDF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      23860 | PA      | $23299.54      | 0.00%             | 2035-05-25      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO2268                                                         | CUSIP: 3140JWQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     645656 | PA      | $649180.62     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC 5.000000% 04/09/2027                              | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     925000 | PA      | $904291.05     | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     466798 | PA      | $397982.94     | 0.01%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5                                   | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1190241 | PA      | $1161280.66    | 0.02%             | 2037-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                             | SAUDI ARABIAN OIL CO 144A 1.250000% 11/24/2023                                    | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     840000 | PA      | $807100.56     | 0.01%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                    | DTE ENERGY CO 2.529000% 10/01/2024                                                | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1694757.97    | 0.02%             | 2024-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR3286                                                         | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     317540 | PA      | $265651.95     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                        | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 HVMLT 2005-9 2A1C                           | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1014480 | PA      | $894782.53     | 0.01%             | 2035-06-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028                                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $2988479.91    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051                            | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     510000 | PA      | $377712.40     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                                     | MERCK & CO INC 1.450000% 06/24/2030                                               | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     480000 | PA      | $387312.84     | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                             | BPR TRUST 2021-TY BPR 2021-TY A                                                   | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1000000 | PA      | $940736.70     | 0.01%             | 2038-09-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                                                          | HONEYWELL INTERNATIONAL INC 5.000000% 02/15/2033                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2526751.89    | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.102000% 02/24/2033                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1295601.72    | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4102 TC                                                    | CUSIP: 3137AUNJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1159979 | PA      | $1090942.91    | 0.01%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN4927                                                         | CUSIP: 3138LHPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     115099 | PA      | $109780.01     | 0.00%             | 2029-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $8387992.58    | 0.11%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1681                                                         | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5912656 | PA      | $4904814.61    | 0.06%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                        | RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030                                   | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1930000 | PA      | $1415988.18    | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1642197.72    | 0.02%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT6229                                                         | CUSIP: 3140LU4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     921830 | PA      | $819196.37     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                                | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044                | CUSIP: 486661AF8<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    2480000 | PA      | $2207200.00    | 0.03%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4721                                                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      28330 | PA      | $28244.16      | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 6.125000% 12/15/2045                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     652000 | PA      | $617510.15     | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL1051                                                         | CUSIP: 3138EHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      91035 | PA      | $91134.81      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 552851                                                       | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        284 | PA      | $294.18        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD                           | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1221409 | PA      | $1241333.73    | 0.02%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9413                                                         | CUSIP: 3140XDN77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2101721 | PA      | $1990217.46    | 0.03%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1598                                                         | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12605920 | PA      | $10399288.34   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 2.450000% 02/04/2032                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2084840.81    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                                      | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2022-1 A3                 | CUSIP: 39154TBW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1925000 | PA      | $1920037.93    | 0.02%             | 2026-09-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                                                               | CHUBB INA HOLDINGS INC 3.350000% 05/03/2026                                       | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     420000 | PA      | $406012.66     | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.164000% 02/11/2026                                         | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     760000 | PA      | $708558.58     | 0.01%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM3377                                                      | CUSIP: 3617YNXE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     134482 | PA      | $122592.24     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                           | ALLY AUTO RECEIVABLES TRUST 2022-2 ALLYA 2022-2 A4                                | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1727000 | PA      | $1726285.19    | 0.02%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                                                    | CREDIT SUISSE AG/NEW YORK NY 1.000000% 05/05/2023                                 | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | NUSS              | CH        |    4510000 | PA      | $4328551.83    | 0.06%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 334 16                                              | CUSIP: 3136FAB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     130198 | PA      | $20901.49      | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                                    | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1948451 | PA      | $1779505.64    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                           | EQUINOR ASA 3.000000% 04/06/2027                                                  | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    1415000 | PA      | $1325708.49    | 0.02%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 01/15/2028                   | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     345000 | PA      | $315648.02     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                                      | WORLD OMNI AUTO RECEIVABLES TRUST 2022-C WOART 2022-C A3                          | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1665000 | PA      | $1613937.11    | 0.02%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A VARIABLE RATE 05/24/2024                               | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2378341.01    | 0.03%             | 2024-05-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BJ1763                                                         | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     173357 | PA      | $171103.18     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     140738 | PA      | $141330.09     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.253000% 03/23/2028                                            | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    1490000 | PA      | $1390161.16    | 0.02%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                        | JPMORGAN CHASE BANK NA - CACLN CACLN 2020-2 B                                     | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     515657 | PA      | $501893.81     | 0.01%             | 2028-02-25      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-4 NRZT 2019-4A A1B                       | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1597011 | PA      | $1443080.02    | 0.02%             | 2058-12-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2A                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5969154 | PA      | $5276446.44    | 0.07%             | 2054-09-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                                       | HGI CRE CLO 2021-FL1 LTD HGI 2021-FL1 A                                           | CUSIP: 40441LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2894768 | PA      | $2783832.23    | 0.04%             | 2036-06-16      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                           | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     507000 | PA      | $414019.70     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                                                                | BRK: J.P. MORGAN CHASE PAY: 1.65                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    7577000 | NC      | $2000891.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                           | CONTINENTAL RESOURCES INC/OK 3.800000% 06/01/2024                                 | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     770000 | PA      | $749113.03     | 0.01%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                                           | FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026               | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | DE        |    2440000 | PA      | $2081403.37    | 0.03%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 6.204000% 11/10/2028                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3966000 | PA      | $4102093.29    | 0.05%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                  | VERIZON MASTER TRUST VZMT 2022-6 A                                                | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2888000 | PA      | $2799282.95    | 0.04%             | 2029-01-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     375000 | PA      | $334705.29     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                             | CIM TRUST 2021-INV1 CIM 2021-INV1 A2                                              | CUSIP: 12566PAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   18189971 | PA      | $14691239.02   | 0.19%             | 2051-07-01      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-9 BC                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     600551 | PA      | $639425.38     | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   64998340 | NS      | $64998339.54   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785944                                                      | CUSIP: 3622ABP55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1624220 | PA      | $1472767.49    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1632621 | PA      | $1531474.81    | 0.02%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                           | AKER BP ASA 144A 3.750000% 01/15/2030                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |     242000 | PA      | $214469.09     | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A NAVSL 2016-AA A2B                     | CUSIP: 63939NAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     384283 | PA      | $387152.79     | 0.01%             | 2045-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 3.482000% 03/19/2030                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     730000 | PA      | $687032.67     | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2987047.25    | 0.04%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                            | PACIFICORP 5.350000% 12/01/2053                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | NUSS              | US        |    1203000 | PA      | $1210143.63    | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 WFRBS 2013-C12 C                         | CUSIP: 92937FAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     490000 | PA      | $483719.62     | 0.01%             | 2048-03-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33444000 | PA      | $21240859.30   | 0.28%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5153                                                        | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3073357 | PA      | $2606948.62    | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL8076                                                         | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1556545 | PA      | $1536318.53    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 4.950000% 06/15/2028                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $270854.26     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD7414                                                        | CUSIP: 3133B5GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   14285035 | PA      | $11784280.38   | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2020-REV2 FORDR 2020-2 A                             | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1188000 | PA      | $1054851.22    | 0.01%             | 2033-04-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 848954                                               | CUSIP: 31300L5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     363623 | PA      | $373088.22     | 0.00%             | 2043-02-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $197129.15     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2684 ZN                                                    | CUSIP: 31394L5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      53040 | PA      | $51539.04      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                     | NATWEST GROUP PLC 7.472000% 11/10/2026                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    2180000 | PA      | $2271568.22    | 0.03%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM4925                                                         | CUSIP: 3140X8PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     246420 | PA      | $220218.89     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                                 | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2173421.25    | 0.03%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (JANUARY)                       | CUSIP: 21H040616<br>LEI: N/A                  | Long             | DBT              |  | US        |    3300000 | PA      | $3150726.55    | 0.04%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 09/30/2027                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    5505000 | PA      | $5572092.19    | 0.07%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN AB9205                                                       | CUSIP: 36178WGN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1519 | PA      | $1409.44       | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                    | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1                     | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      11160 | PA      | $10383.52      | 0.00%             | 2037-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.800000% 04/01/2027                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     625000 | PA      | $570320.89     | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT3874                                                         | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      58882 | PA      | $58043.52      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 2.800000% 02/14/2032                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $916280.09     | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                                      | KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030                             | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    1720000 | PA      | $1539395.34    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.750000% 11/14/2023                                                   | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157935.89     | 0.00%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE ZERO COUPON 11/15/2030                                                 | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    8487000 | PA      | $6126640.37    | 0.08%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4590000 | PA      | $3815437.50    | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1305000 | PA      | $1217524.22    | 0.02%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A39302                                                   | CUSIP: 31297VKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     144814 | PA      | $150817.69     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 B                         | CUSIP: 92939FAX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2180000 | PA      | $2033892.91    | 0.03%             | 2047-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 4.875000% 05/01/2025                                                | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2268758.94    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN2090                                                      | CUSIP: 3617F0KB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1370405 | PA      | $1236980.66    | 0.02%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12350000 | PA      | $10574687.50   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     735358 | PA      | $675433.90     | 0.01%             | 2049-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST                                                                                   | CALI MORTGAGE TRUST 2019-101C CALI 2019-101C A                                    | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1905000 | PA      | $1652635.32    | 0.02%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 07/18/2047                  | CUSIP: 455780CB0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $361943.71     | 0.00%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST                                                                             | GSMPS MORTGAGE LOAN TRUST 2005-RP3 GSMPS 2005-RP3 1AS                             | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     148568 | PA      | $2069.08       | 0.00%             | 2035-09-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.250000% 05/15/2041                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240000 | PA      | $184415.63     | 0.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 906602                                                         | CUSIP: 31411FGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      49063 | PA      | $50523.51      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL0212                                                         | CUSIP: 3140HRGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     243242 | PA      | $237725.01     | 0.00%             | 2027-07-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK8685                                                         | CUSIP: 3140HNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     561152 | PA      | $539616.53     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                                      | KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048                             | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     470000 | PA      | $375992.48     | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                                  | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1484134.93    | 0.02%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2181648.30    | 0.03%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     176254 | PA      | $153741.88     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-109 AI                          | CUSIP: 38380PWC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2250730 | PA      | $136725.75     | 0.00%             | 2060-05-16      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                          | MARRIOTT INTERNATIONAL INC/MD 3.500000% 10/15/2032                                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $336795.46     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0496                                                         | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11534201 | PA      | $10179952.59   | 0.13%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2956                                                         | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     512477 | PA      | $461983.43     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                            | MADISON PARK FUNDING XXXV LTD MDPK 2019-35A A1R                                   | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4010000 | PA      | $3905138.50    | 0.05%             | 2032-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11450000 | PA      | $10285320.31   | 0.13%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  1 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046                               | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     100000 | PA      | $80994.45      | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 569840                                                       | CUSIP: 36200RBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6938 | PA      | $7240.38       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5175                                                         | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     792145 | PA      | $781849.43     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM1041                                                      | CUSIP: 3617YLEN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     122486 | PA      | $111759.83     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4540                                                         | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     377615 | PA      | $320777.08     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.500000% 07/01/2027                                          | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     510000 | PA      | $487846.67     | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0424                                                         | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1315493 | PA      | $1136941.40    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP2120                                                         | CUSIP: 3140K9LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1644083 | PA      | $1518978.89    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2018-M15 1A2                                                  | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     600000 | PA      | $552991.80     | 0.01%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5161                                                        | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1068658 | PA      | $941576.93     | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 4.488000% 05/12/2026                                            | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |     520000 | PA      | $506699.82     | 0.01%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                 | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     175000 | PA      | $147437.90     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH                           | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3888128 | PA      | $3471522.71    | 0.05%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS MTN 6.875000% 08/04/2026                                      | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      90000 | PA      | $85270.45      | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-8 PS                            | CUSIP: 38374TDP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5394 | PA      | $75.55         | 0.00%             | 2038-08-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                        | HYUNDAI AUTO RECEIVABLES TRUST 2022-C HART 2022-C A4                              | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1822000 | PA      | $1844949.37    | 0.02%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                         | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     400000 | PA      | $318180.25     | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.300000% 07/01/2025                                          | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     480000 | PA      | $466846.07     | 0.01%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 783368                                                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     202562 | PA      | $204511.81     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-157 IO                          | CUSIP: 38380JBV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     936677 | PA      | $30939.95      | 0.00%             | 2059-12-16      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $2040586.73    | 0.03%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08738                                                   | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1210610 | PA      | $1133265.66    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9489                                                         | CUSIP: 3140XDRK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     745044 | PA      | $615111.41     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC AND POWER CO 3.450000% 02/15/2024                               | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147527.11     | 0.00%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 498462                                                       | CUSIP: 36210PWX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         80 | PA      | $82.25         | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE 2.625000% 09/06/2024                                                   | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     510000 | PA      | $494451.16     | 0.01%             | 2024-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AB9597                                                         | CUSIP: 31417GUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      42176 | PA      | $41197.63      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        136 | NC      | $27928875.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV7895                                                         | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2776270 | PA      | $2713471.64    | 0.04%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4364                                                         | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     608665 | PA      | $524606.89     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     280000 | PA      | $268368.00     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP 4.400000% 05/01/2030                                        | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2609000 | PA      | $2556649.35    | 0.03%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AM3193                                                         | CUSIP: 3138L3RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     109208 | PA      | $104504.89     | 0.00%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                                           | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     631000 | PA      | $468109.77     | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1104                                                         | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     542461 | PA      | $471400.45     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 865187                                                         | CUSIP: 31409AF46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8141 | PA      | $8546.86       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2015-84 PA                                                  | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2741115 | PA      | $2505276.65    | 0.03%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                       | BACARDI LTD 144A 4.450000% 05/15/2025                                             | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | NUSS              | BM        |    3780000 | PA      | $3669611.37    | 0.05%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                                                                                    | CARLYLE US CLO 2020-1 LTD CGMS 2020-1A A2R                                        | CUSIP: 14317XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3030000 | PA      | $2895807.36    | 0.04%             | 2034-07-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     302000 | PA      | $170533.71     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                      | PHILIP MORRIS INTERNATIONAL INC 1.125000% 05/01/2023                              | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     410000 | PA      | $403658.29     | 0.01%             | 2023-05-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2014-UBS2 MORTGAGE TRUST COMM 2014-UBS2 XA                                   | CUSIP: 12591UAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    9148323 | PA      | $77590.59      | 0.00%             | 2047-03-10      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA2304                                                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      46266 | PA      | $44909.36      | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4751585 | PA      | $4180757.40    | 0.05%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      67000 | PA      | $62722.22      | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5010 JI                                                    | CUSIP: 3137FVQG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1158213 | PA      | $178630.86     | 0.00%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     380000 | PA      | $364435.64     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 5.450000% 08/01/2052                                            | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2381000 | PA      | $2177592.57    | 0.03%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE0977                                                        | CUSIP: 3133BACN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2105450 | PA      | $1933080.35    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 991549                                                         | CUSIP: 31415WQA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9220 | PA      | $9285.42       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     772387 | PA      | $725268.00     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.500000% 11/15/2025                                              | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   36145000 | PA      | $36551631.25   | 0.47%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL-MYERS SQUIBB CO 2.900000% 07/26/2024                                      | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1352000 | PA      | $1314966.33    | 0.02%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7509                                                        | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     649704 | PA      | $584681.08     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     366074 | PA      | $346108.83     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BS1742                                                      | CUSIP: 3617MB5B1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      72610 | PA      | $71213.70      | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT6546                                                         | CUSIP: 3138WUHY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      51427 | PA      | $50758.81      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                                | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.125000% 05/15/2027           | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1990000 | PA      | $1878321.20    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR5633                                                         | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     517695 | PA      | $430700.78     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7544                                                        | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11589717 | PA      | $10393523.07   | 0.13%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0774                                                         | CUSIP: 3140XF2G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   13332091 | PA      | $10999517.97   | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO-BUND FUTURE  DEC22 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          3 | NC      | $435172.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1161180 | PA      | $1104230.30    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QK0701                                                        | CUSIP: 3133D3X67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     158601 | PA      | $140915.01     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 6.400000% 05/15/2038                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     385000 | PA      | $424848.06     | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 4.175000% 03/24/2028                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $185362.15     | 0.00%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784680                                                      | CUSIP: 3622AACR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     184325 | PA      | $171211.38     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                                   | HALLIBURTON CO 3.800000% 11/15/2025                                               | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27405.84      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ4555                                                         | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     226502 | PA      | $221246.86     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1037145.72    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0555                                                         | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5507501 | PA      | $4992635.45    | 0.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1439                                                        | CUSIP: 3132DNS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     297112 | PA      | $246115.73     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEGON N.V.                                                                                            | AEGON NV MATURITY: PERPETUAL                                                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | NUSS              | NL        |    2180000 | PA      | $1733318.00    | 0.02%             | 2171-10-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| EFS VOLUNTEER NO 3, LLC                                                                               | EFS VOLUNTEER NO 3 LLC EFSV3 2012-1 A3                                            | CUSIP: 26845CAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1854092 | PA      | $1831536.87    | 0.02%             | 2033-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BH2719                                                         | CUSIP: 3140GRAV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      42646 | PA      | $41207.47      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                                             | STORE CAPITAL CORP 2.700000% 12/01/2031                                           | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     490000 | PA      | $368648.25     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H01 TA                          | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4463 | PA      | $4360.26       | 0.00%             | 2063-01-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 4.125000% 11/15/2025                                                   | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     450000 | PA      | $442611.59     | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   56775000 | PA      | $48564803.02   | 0.63%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                                  | FEDERAL REALTY INVESTMENT TRUST 3.950000% 01/15/2024                              | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     972000 | PA      | $958690.78     | 0.01%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 A3                     | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4987000 | PA      | $4868551.77    | 0.06%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN8048                                                         | CUSIP: 3138LL5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     160000 | PA      | $150325.52     | 0.00%             | 2028-01-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1547                                                         | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      98234 | PA      | $94672.63      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 3.300000% 02/06/2027                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2592190.15    | 0.03%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | AID-ISRAEL ZERO COUPON 11/01/2024                                                 | CUSIP: 465139VE0<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $914087.57     | 0.01%             | 2024-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2768                                                         | CUSIP: 3140XJCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      98248 | PA      | $81645.34      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     595000 | PA      | $435616.18     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                    | AMERICAN INTERNATIONAL GROUP INC 3.875000% 01/15/2035                             | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     315000 | PA      | $280166.13     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                   | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     872958 | PA      | $829750.42     | 0.01%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                                     | SCHLUMBERGER HOLDINGS CORP 144A 4.000000% 12/21/2025                              | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     660000 | PA      | $642245.66     | 0.01%             | 2025-12-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                             | REALTY INCOME CORP 2.200000% 06/15/2028                                           | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     753000 | PA      | $645789.79     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.500000% 03/09/2048                                                     | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     195000 | PA      | $162543.95     | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP0647                                                         | CUSIP: 3140K7WH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     780134 | PA      | $763910.99     | 0.01%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                           | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $587956.98     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 608376                                                       | CUSIP: 36202S2H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4534 | PA      | $4676.90       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 2.85% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   17852000 | NC      | $624578.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                                                               | MARVELL TECHNOLOGY INC 1.650000% 04/15/2026                                       | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1774798.40    | 0.02%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1245133 | PA      | $1150991.76    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4978                                                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1270219 | PA      | $1282454.51    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A                  | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     702985 | PA      | $630739.22     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD0254                                                        | CUSIP: 3133AWH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     380481 | PA      | $315559.20     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   11996851 | PA      | $10271227.35   | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSCCG TRUST                                                                                           | MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2                                           | CUSIP: 55352NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1085000 | PA      | $984974.28     | 0.01%             | 2035-06-07      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 4.100000% 08/08/2062                                                    | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1355474.72    | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                       | BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030                               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     480000 | PA      | $445950.30     | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB5158                                                         | CUSIP: 3140QQWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     980425 | PA      | $1047108.22    | 0.01%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS5972                                                         | CUSIP: 3140LGT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $95608.65      | 0.00%             | 2032-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2022-PSB BX 2022-PSB A                                                   | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1998443 | PA      | $1981136.37    | 0.03%             | 2039-08-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD                          | CUSIP: 38380PXV1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1491490 | PA      | $1204599.10    | 0.02%             | 2063-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.500000% 06/15/2023                                       | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     230000 | PA      | $228663.60     | 0.00%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2019-M4 A2                                                    | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     330000 | PA      | $310127.70     | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZT0534                                                        | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2817020 | PA      | $2633498.43    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 995504                                                         | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      25882 | PA      | $27890.63      | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                           | INTERNATIONAL BUSINESS MACHINES CORP 3.000000% 05/15/2024                         | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2281648.29    | 0.03%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM4166                                                         | CUSIP: 3140X7TY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     867455 | PA      | $772334.31     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                         | ALPHABET INC 1.900000% 08/15/2040                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     390000 | PA      | $267972.71     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849147                                               | CUSIP: 31300MEU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     290530 | PA      | $290644.39     | 0.00%             | 2043-10-01      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                            | EURO-BOBL FUTURE  DEC22 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         68 | NC      | $8404077.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                                                     | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1548477.89    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 MI                           | CUSIP: 38382EDP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     820799 | PA      | $129871.31     | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD5960                                                        | CUSIP: 3133B3TR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     192942 | PA      | $159860.39     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 475546                                                       | CUSIP: 36209MHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6659 | PA      | $6664.75       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 4.100000% 02/06/2037                                               | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237201.26     | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4368 CA                                                    | CUSIP: 3137BCDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      21074 | PA      | $21024.07      | 0.00%             | 2036-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV7995                                                         | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2537467 | PA      | $2504422.33    | 0.03%             | 2052-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3002                                                         | CUSIP: 3140X6KQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     447338 | PA      | $444874.90     | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $1077903.63    | 0.01%             | 2073-07-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-181 WI                          | CUSIP: 38382LXR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3435994 | PA      | $379040.34     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030                                   | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     580000 | PA      | $514789.68     | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1900000 | PA      | $1919119.89    | 0.02%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3 Month SOFR Opt  Sep23C 98.75                                                                        | 3 Month SOFR Opt  Sep23C 98.75 SHORT                                              | CUSIP: 00R9LDCB1<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -297 | NC      | $-11137.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $1617323.84    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123143.47     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 11/15/2052                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $884000.00     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4589                                                      | CUSIP: 36179TC29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     129575 | PA      | $131552.52     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A                                   | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     178910 | PA      | $168121.10     | 0.00%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.000000% 01/22/2025                                     | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     990000 | PA      | $970607.38     | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                                      | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966QRP7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    2205000 | PA      | $1776487.58    | 0.02%             | 2030-08-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-3 A                       | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4306000 | PA      | $4189900.77    | 0.05%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2745729.72    | 0.04%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-141 WA                          | CUSIP: 38378GPE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     297591 | PA      | $295036.81     | 0.00%             | 2041-11-16      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 467736                                                       | CUSIP: 36209CSZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1252 | PA      | $1293.90       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 786107                                                      | CUSIP: 3622ABU83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     284550 | PA      | $258228.98     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                                                                   | ENTERGY TEXAS INC 3.450000% 12/01/2027                                            | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1505899.33    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                             | KRAFT HEINZ FOODS CO 3.000000% 06/01/2026                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     583000 | PA      | $548796.73     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 4.375000% 10/15/2028                                                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1228026.40    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1454                                                         | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     776540 | PA      | $714206.82     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BF9479                                                      | CUSIP: 3617GGQ81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     233997 | PA      | $224781.35     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5576                                                        | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.04          | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENERGY PARTNERS LP 5.400000% 09/01/2044                             | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36127.80      | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                                         | ALIMENTATION COUCHE-TARD INC 144A 3.550000% 07/26/2027                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |    2200000 | PA      | $2029350.07    | 0.03%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 590382                                                       | CUSIP: 36201Q2P7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        718 | PA      | $741.99        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                                | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048           | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    2090000 | PA      | $1926959.10    | 0.02%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6934000 | PA      | $5372886.31    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                      | MARSH & MCLENNAN COS INC 5.750000% 11/01/2032                                     | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1603498.38    | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG B70786                                                   | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      59793 | PA      | $59213.20      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.750000% 12/07/2046                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $1924550.90    | 0.02%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     113970 | PA      | $114574.27     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL                          | CUSIP: 38380QAW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     895690 | PA      | $875076.70     | 0.01%             | 2070-05-20      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7200000 | PA      | $5930156.23    | 0.08%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 5.133000% 07/20/2033                           | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    1616000 | PA      | $1571164.47    | 0.02%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST                                                                                   | VERIZON OWNER TRUST 2020-A VZOT 2020-A A1A                                        | CUSIP: 92348TAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     123640 | PA      | $123067.63     | 0.00%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                                                    | APACHE CORP 4.250000% 01/15/2044                                                  | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $791608.81     | 0.01%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     620000 | PA      | $534674.03     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                                   | BANC OF AMERICA FUNDING 2004-2 TRUST BAFC 2004-2 1CB1                             | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      34672 | PA      | $33679.39      | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2018-14 KC                                                  | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1637347 | PA      | $1521310.47    | 0.02%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AU3735                                                         | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1858073 | PA      | $1702624.64    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 900163                                                         | CUSIP: 31410XB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2375 | PA      | $2496.64       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 625666                                                         | CUSIP: 31389HCB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      28621 | PA      | $29545.80      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (FEBRUARY)                                            | CUSIP: 21H052629<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2600000 | PA      | $2626570.31    | 0.03%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2115                                                         | CUSIP: 3140QMK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     459450 | PA      | $407074.44     | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-133 CS                                                 | CUSIP: 3136AAXW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     387661 | PA      | $41559.75      | 0.00%             | 2042-12-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-C FORDO 2022-C A4                               | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2786000 | PA      | $2748426.33    | 0.04%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AW7048                                                         | CUSIP: 3138XWZN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      32361 | PA      | $31875.53      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1                           | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     656132 | PA      | $615683.15     | 0.01%             | 2059-11-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT TRUST                                                                           | AMERICAN HOMES 4 RENT 2015-SFR1 TRUST AH4R 2015-SFR1 A                            | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4880172 | PA      | $4639056.54    | 0.06%             | 2052-04-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                                   | PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032                                   | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    4690000 | PA      | $3686340.00    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                                 | STARBUCKS CORP 3.500000% 11/15/2050                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1333826.82    | 0.02%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7767                                                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    6671895 | PA      | $5874263.64    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84403.07      | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6460                                                         | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     409366 | PA      | $355212.28     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2847                                                         | CUSIP: 3140X6EV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4932754 | PA      | $4515475.37    | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    8397008 | PA      | $7296383.52    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB7617                                                        | CUSIP: 3133AEPA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      54350 | PA      | $47059.53      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375000% 03/24/2027                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     770000 | PA      | $718880.18     | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AA5781                                                         | CUSIP: 31416PM79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      57354 | PA      | $58844.37      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    4865000 | PA      | $3088119.08    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV4188                                                         | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1434235 | PA      | $1232326.90    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                                      | PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025                        | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $245381.85     | 0.00%             | 2025-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                       | SANTANDER UK GROUP HOLDINGS PLC 2.896000% 03/15/2032                              | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |     350000 | PA      | $268676.73     | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.584000% 05/22/2028                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1925385.40    | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                                 | VODAFONE GROUP PLC 5.000000% 05/30/2038                                           | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |     366000 | PA      | $338929.00     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                         | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                              | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1865219 | PA      | $1748266.47    | 0.02%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 757374                                                       | CUSIP: 36230SFP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     279346 | PA      | $253030.22     | 0.00%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3173                                                         | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3760932 | PA      | $3546762.93    | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2579                                                         | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     520466 | PA      | $490094.88     | 0.01%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4130                                                      | CUSIP: 36179SST5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     129957 | PA      | $133731.01     | 0.00%             | 2046-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                                | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC USRE 2021-1 B1                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5740000 | PA      | $4726548.47    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 5.015000% 07/22/2033                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1633488.32    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                          | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5480000 | PA      | $5239553.49    | 0.07%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL9397                                                         | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      27984 | PA      | $25249.45      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3396512.51    | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2021-A2 A2                          | CUSIP: 14041NFX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2458000 | PA      | $2046821.83    | 0.03%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA6685                                                        | CUSIP: 3133KNNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1839139 | PA      | $1742947.15    | 0.02%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CK9357                                                      | CUSIP: 3617Y5ME6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1021797 | PA      | $931462.23     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA1995                                                      | CUSIP: 36179QGC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     139875 | PA      | $132594.16     | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2022-BNK42 BANK 2022-BNK42 A5                                                | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1705000 | PA      | $1633928.95    | 0.02%             | 2055-06-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1343 | NC      | $145809929.69  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                            | NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050                              | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1434587.27    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVON FINANCING COMPANY, L.L.C.                                                                       | DEVON ENERGY CORP 7.875000% 09/30/2031                                            | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1802007.76    | 0.02%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                                              | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1788000 | PA      | $1957050.64    | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3430114 | PA      | $3208480.71    | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                                                                             | RWJ BARNABAS HEALTH INC 3.949000% 07/01/2046                                      | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2031205.76    | 0.03%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.625000% 05/15/2026                                              | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   14844000 | PA      | $13700548.13   | 0.18%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| HILDENE COMMUNITY FUNDING CDO LTD.                                                                    | HILDENE COMMUNITY FUNDING CDO LTD HCOMF 2015-1A ARR                               | CUSIP: 43133KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2220000 | PA      | $1935840.00    | 0.03%             | 2035-11-01      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.150000% 01/24/2029                                         | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1367570.57    | 0.02%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    2830000 | PA      | $2391036.97    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1508 | NC      | $309681937.50  | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 2.125000% 09/15/2031                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     660000 | PA      | $527501.50     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.000000% 05/15/2050                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $3894108.28    | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                                  | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    8585544 | PA      | $7568537.97    | 0.10%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                   | IMM EURO$ FUT OPT Jun23C  97.5 SHORT                                              | CUSIP: 00PGHDFW6<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -218 | NC      | $-10900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                                | CHESAPEAKE FUNDING II LLC CFII 2020-1A B                                          | CUSIP: 165183CL6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    1830000 | PA      | $1772225.62    | 0.02%             | 2032-08-15      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                                                          | HONEYWELL INTERNATIONAL INC 1.350000% 06/01/2025                                  | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     510000 | PA      | $472801.90     | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     540000 | PA      | $437224.62     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9292                                                         | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5150601 | PA      | $4616963.72    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4454                                                      | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     548355 | PA      | $556778.50     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                | PNC FINANCIAL SERVICES GROUP INC/THE 6.037000% 10/28/2033                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2530555.78    | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625000% 03/24/2032                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     830000 | PA      | $732497.65     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 3.950000% 08/01/2025                                          | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1410138.59    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                                            | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155403 | PA      | $1159638.79    | 0.02%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.250000% 10/22/2026                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127289.74     | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM3436                                                      | CUSIP: 3617YNY95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     114322 | PA      | $104220.03     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7136                                                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     267628 | PA      | $236412.00     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784825                                                      | CUSIP: 3622AAHA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     109983 | PA      | $103113.16     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BS8546                                                      | CUSIP: 3617MKP78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      46134 | PA      | $39760.41      | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                                   | SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026                               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3579863.03    | 0.05%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL7667                                                         | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1200765 | PA      | $1203808.87    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     239433 | PA      | $204433.10     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0037                                                         | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     489949 | PA      | $439972.04     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 6.342000% 10/18/2033                                               | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4253585.68    | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM2623                                                      | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1780535 | PA      | $1623218.51    | 0.02%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 3.750000% 02/05/2070                                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     700000 | PA      | $520713.35     | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                              | LCM LOAN INCOME FUND I INCOME NOTE ISSUER LTD LCM 27A A1                          | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     925000 | PA      | $911993.58     | 0.01%             | 2031-07-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                               | BANK OF NOVA SCOTIA/THE 4.900000% MATURITY: PERPETUAL                             | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    1385000 | PA      | $1319212.50    | 0.02%             | 2171-09-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD5628                                                        | CUSIP: 3133B3HD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     193138 | PA      | $159836.18     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW1448                                                         | CUSIP: 3140MSTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1019311 | PA      | $1014994.16    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.700000% 08/15/2049                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     140000 | PA      | $111431.09     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045                               | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     990000 | PA      | $888955.16     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6209                                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1009299 | PA      | $901407.84     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 5.063000% 09/12/2025                           | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    3240000 | PA      | $3220416.76    | 0.04%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                    | PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051                                | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     738000 | PA      | $496453.78     | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A2 A                           | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2377000 | PA      | $2297905.80    | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.651000% 03/11/2032                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2535100.50    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     230000 | PA      | $235480.18     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 562485                                                       | CUSIP: 36213R2S5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      32576 | PA      | $34516.72      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 02/02/2023                                                | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5190000 | PA      | $5153465.62    | 0.07%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                                               | NTT FINANCE CORP 144A 1.162000% 04/03/2026                                        | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |    4810000 | PA      | $4272389.28    | 0.06%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5125                                                        | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3139929 | PA      | $2682908.83    | 0.03%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2004-A1 2A1               | CUSIP: 59020UAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      20045 | PA      | $18223.62      | 0.00%             | 2034-02-25      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                            | APPLE INC 2.800000% 02/08/2061                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     518000 | PA      | $344400.82     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 556023                                                       | CUSIP: 36213JVQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6365 | PA      | $6575.95       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM1150                                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     143949 | PA      | $130182.30     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1033776.26    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 0.750000% 05/31/2026                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   26999000 | PA      | $24134574.84   | 0.31%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LIMITED                                                                       | PARK AEROSPACE HOLDINGS LTD 144A 4.500000% 03/15/2023                             | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | NUSS              | IE        |    4470000 | PA      | $4447763.90    | 0.06%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1527076 | PA      | $47061.42      | 0.00%             | 2027-06-25      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 552889                                                       | CUSIP: 36213FF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2431 | PA      | $2512.32       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS9588                                                         | CUSIP: 3138WKUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1208370 | PA      | $1165746.02    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 4.271000% 07/23/2029                                     | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     215000 | PA      | $202388.34     | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                       | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2185731 | PA      | $2144856.50    | 0.03%             | 2042-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     410000 | PA      | $312852.18     | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 2.150000% 02/05/2027                                           | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     270000 | PA      | $246288.23     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                             | NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052                                  | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     738000 | PA      | $534510.50     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 849154                                               | CUSIP: 31300ME33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     503035 | PA      | $506001.26     | 0.01%             | 2043-10-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                                      | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966QCL2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     870000 | PA      | $715669.31     | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 4.950000% 03/14/2052                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1988315.97    | 0.03%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |     735000 | PA      | $697704.76     | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4671407.64    | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS5469                                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     121207 | PA      | $118326.39     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.250000% 11/01/2039                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     250000 | PA      | $197528.40     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.950000% 10/15/2058                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $110676.96     | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.500000% 03/01/2027                                          | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     180000 | PA      | $173153.72     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC7411                                                        | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     276108 | PA      | $238800.67     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                                          | NP SPE X LP NPRL 2021-1A A1                                                       | CUSIP: 62947AAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2557096 | PA      | $2179824.47    | 0.03%             | 2051-03-19      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 573845                                                       | CUSIP: 36200VP64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      14219 | PA      | $14664.97      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1                           | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2654711 | PA      | $2272163.91    | 0.03%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 4.200000% 03/15/2048                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     390000 | PA      | $300300.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      80000 | PA      | $58077.44      | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                                                                       | KKR CLO 32 LTD KKR 32A A1                                                         | CUSIP: 48254HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $886570.20     | 0.01%             | 2032-01-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM7041                                                         | CUSIP: 3140JBZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2353716 | PA      | $2212424.65    | 0.03%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841076                                               | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2959612 | PA      | $2804453.67    | 0.04%             | 2048-11-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     940000 | PA      | $883961.65     | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                            | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     944000 | PA      | $616168.62     | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                   | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     287702 | PA      | $273461.75     | 0.00%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6896                                                         | CUSIP: 3140LHUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     400000 | PA      | $399133.16     | 0.01%             | 2032-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                        | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2006-CB2 AF2             | CUSIP: 12498NAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     328369 | PA      | $253142.06     | 0.00%             | 2036-12-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 11/15/2042                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6460000 | PA      | $6490281.25    | 0.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 12/27/2022                                                | CUSIP: 912796ZA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29130000 | PA      | $29048161.01   | 0.38%             | 2022-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 2.600000% 11/21/2024                                                   | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2643652.39    | 0.03%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON COMPANY                                                                           | METROPOLITAN EDISON CO 144A 4.300000% 01/15/2029                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1206350.62    | 0.02%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 467536                                                       | CUSIP: 36209CLR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      13158 | PA      | $13567.09      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                                   | SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1545438.12    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                                     | SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028                              | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     857000 | PA      | $808965.57     | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                               | MACQUARIE GROUP LTD MTN 2.871000% 01/14/2033                                      | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    3815000 | PA      | $2927646.03    | 0.04%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                    | DIAGEO CAPITAL PLC 5.300000% 10/24/2027                                           | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | NUSS              | GB        |    2003000 | PA      | $2063475.26    | 0.03%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-15 GT                           | CUSIP: 38381RME6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     877612 | PA      | $815740.22     | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2826692.97    | 0.04%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K146 A2                   | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1130000 | PA      | $1003232.53    | 0.01%             | 2054-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                                                                   | EATON VANCE CLO 2020-2 LTD EATON 2020-2A AR                                       | CUSIP: 27829PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1773835.47    | 0.02%             | 2035-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                                                       | CLI FUNDING VIII LLC CLIF 2022-1A A                                               | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1673888 | PA      | $1406510.86    | 0.02%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BN4752                                                         | CUSIP: 3140JMH62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     104569 | PA      | $99909.19      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                     | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3679837 | PA      | $3399808.54    | 0.04%             | 2037-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.500000% 04/15/2025                                             | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     720000 | PA      | $697108.19     | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 437479                                                       | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1253 | PA      | $1255.87       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 1.700000% 03/25/2026                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2257929.55    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST SOFI 2021-A AFX                       | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     801844 | PA      | $637198.83     | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033           | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1788090.48    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785221                                                      | CUSIP: 3622AAVN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     401452 | PA      | $340110.20     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA CORP 3.300000% 03/01/2050                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1746000 | PA      | $1307923.78    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 1.600000% 08/12/2028                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $554039.80     | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.526000% 03/24/2028                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5322574.37    | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-75 NS                                                  | CUSIP: 3136A6X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      82215 | PA      | $8596.06       | 0.00%             | 2042-07-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 784571                                                       | CUSIP: 3622A3CG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     405842 | PA      | $386002.59     | 0.01%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     680000 | PA      | $535637.23     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                                            | ENI SPA 144A 4.000000% 09/12/2023                                                 | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    4400000 | PA      | $4333036.05    | 0.06%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                       | CUBESMART LP 2.500000% 02/15/2032                                                 | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1107816.45    | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                                          | ARES LXIII CLO LTD ARES 2022-63A A1A                                              | CUSIP: 039937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2668825.50    | 0.03%             | 2035-04-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA9444                                                         | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2940497 | PA      | $2725466.78    | 0.04%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5940                                                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1573370 | PA      | $1301837.80    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB1404                                                         | CUSIP: 3140QLR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4307023 | PA      | $3884153.36    | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                      | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     850000 | PA      | $644190.72     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                                     | RAYTHEON TECHNOLOGIES CORP 3.150000% 12/15/2024                                   | CUSIP: 75513EBX8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     320000 | PA      | $309151.64     | 0.00%             | 2024-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                                | JACKSON FINANCIAL INC 5.670000% 06/08/2032                                        | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     592000 | PA      | $562431.40     | 0.01%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 4.400000% 02/14/2026                                             | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     203000 | PA      | $199502.79     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.999000% 03/10/2026                                            | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     675000 | PA      | $629953.75     | 0.01%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                                   | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS9 CLASS: 2P            | CUSIP: 939336P23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      17885 | PA      | $15878.25      | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MORTGAGE SECURITIES TRUST                                                                   | NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1                        | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6351517 | PA      | $6033359.28    | 0.08%             | 2037-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $103378.69     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 2.000000% 01/15/2032                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2155706.00    | 0.03%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                       | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1839019 | PA      | $1440130.35    | 0.02%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1                       | CUSIP: 83162CC68<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     458670 | PA      | $404868.18     | 0.01%             | 2044-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1377302.90    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 3.557000% 08/15/2027                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    3380000 | PA      | $3083026.74    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                                             | DANONE SA 144A 2.589000% 11/02/2023                                               | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | NUSS              | FR        |    1580000 | PA      | $1542728.54    | 0.02%             | 2023-11-02      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.720000% 07/22/2025                                           | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     370000 | PA      | $352975.66     | 0.00%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-50 IO                           | CUSIP: 38378NF99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1726693 | PA      | $45017.66      | 0.00%             | 2055-09-16      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                         | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    2415000 | PA      | $2229589.49    | 0.03%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING 2                                                                          | DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 B                                   | CUSIP: 257812AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1140000 | PA      | $1063521.62    | 0.01%             | 2034-12-11      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 898853                                                         | CUSIP: 31410VTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2610 | PA      | $2687.64       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                                            | AREIT 2022-CRE7 LLC AREIT 2022-CRE7 A                                             | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3760000 | PA      | $3695463.36    | 0.05%             | 2039-06-17      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C30 A5              | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1410000 | PA      | $1343553.33    | 0.02%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                                   | EOG RESOURCES INC 4.150000% 01/15/2026                                            | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     270000 | PA      | $266220.51     | 0.00%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 613770                                                       | CUSIP: 36290N2B7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10854 | PA      | $11194.55      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 90DAY EURO$ FUTR  DEC22 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |        778 | NC      | $184974362.50  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG, LLC                                                                                      | CAMERON LNG LLC 144A 3.302000% 01/15/2035                                         | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1380255.20    | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                        | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2003-CB3 AF1             | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      23720 | PA      | $21675.25      | 0.00%             | 2032-12-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 568445                                                       | CUSIP: 36213YP63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      12372 | PA      | $12781.37      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM7102                                                         | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5526489 | PA      | $5412648.36    | 0.07%             | 2052-10-01      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A33262                                                   | CUSIP: 31297NTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     130336 | PA      | $136748.04     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                   | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     840000 | PA      | $842978.81     | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19134                                                   | CUSIP: 3132JASY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      32523 | PA      | $31874.51      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR2664                                                         | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     678994 | PA      | $568040.92     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                   | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2022-PJ2 GSMBS 2022-PJ2 A24              | CUSIP: 36267EBT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2223530 | PA      | $1975293.33    | 0.03%             | 2052-06-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027                        | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    1928476 | PA      | $1781642.90    | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                                | CREDIT SUISSE GROUP AG 144A 9.016000% 11/15/2033                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    3845000 | PA      | $3903703.46    | 0.05%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H26 LF                          | CUSIP: 38375BGS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1710634 | PA      | $1692939.30    | 0.02%             | 2058-08-20      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 2.800000% 10/01/2050                                          | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $781701.06     | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 909429                                                         | CUSIP: 31411JLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        648 | PA      | $664.14        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                     | BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044                             | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $760750.14     | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6688                                                         | CUSIP: 3140LHNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1600000 | PA      | $1535227.18    | 0.02%             | 2032-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 3.750000% 07/15/2025                                           | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     530000 | PA      | $520927.18     | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4453                                                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1131130 | PA      | $1128779.17    | 0.01%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BW1068                                                         | CUSIP: 3140MSFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1641717 | PA      | $1663127.50    | 0.02%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                                                         | THERMO FISHER SCIENTIFIC INC 1.750000% 10/15/2028                                 | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     738000 | PA      | $631262.14     | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2                               | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     900732 | PA      | $807984.68     | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA3485                                                         | CUSIP: 3140QA2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     675566 | PA      | $658849.40     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     330000 | PA      | $280792.87     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4333                                                         | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7371095 | PA      | $6353162.37    | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67710                                                   | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6050158 | PA      | $5637991.66    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 947451                                                         | CUSIP: 31413KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      35469 | PA      | $36524.43      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                                 | QUANTA SERVICES INC 0.950000% 10/01/2024                                          | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1332443.33    | 0.02%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                         | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1009983.19    | 0.01%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.250000% 11/15/2027                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    8931000 | PA      | $8289084.38    | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                                                    | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |    2610000 | PA      | $2015758.20    | 0.03%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2019-MH1 TPMT 2019-MH1 A1                               | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1361010 | PA      | $1330280.63    | 0.02%             | 2058-11-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4513                                                      | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     267143 | PA      | $271243.90     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3580000 | PA      | $2975875.00    | 0.04%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                       | ASTRAZENECA PLC 1.375000% 08/06/2030                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |     741000 | PA      | $592766.87     | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2000000 | PA      | $1832035.00    | 0.02%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3846                                                         | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1206159 | PA      | $1068253.71    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                                    | SMITH & NEPHEW PLC 2.032000% 10/14/2030                                           | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |    1245000 | PA      | $975279.12     | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B1                        | CUSIP: 64828GAS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1501868 | PA      | $1341188.18    | 0.02%             | 2059-09-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 4.000000% 03/15/2028                                                      | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     350000 | PA      | $327642.72     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1305                                                        | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3206527 | PA      | $3196919.66    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026                           | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |     700000 | PA      | $673399.97     | 0.01%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 847777                                                         | CUSIP: 31408C2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        857 | PA      | $886.32        | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 535597                                                         | CUSIP: 31384V7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1755 | PA      | $1820.78       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q19236                                                   | CUSIP: 3132JAV69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      15414 | PA      | $14925.88      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                             | REALTY INCOME CORP 2.850000% 12/15/2032                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $834465.53     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.500000% 01/31/2027                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   16760000 | PA      | $15209700.00   | 0.20%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                         | FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1085945.52    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.250000% 09/30/2024                                              | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1425000 | PA      | $1420713.87    | 0.02%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2437055.37    | 0.03%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A37155                                                   | CUSIP: 31297S5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       3414 | PA      | $3519.88       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781724                                                       | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     515219 | PA      | $549030.11     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5108                                                        | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1326391 | PA      | $1143203.59    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 503879                                                       | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       6477 | PA      | $6678.53       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025                                | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |     730000 | PA      | $664445.77     | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 4.187000% 10/01/2049                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1568522.39    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    1120000 | PA      | $843048.27     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDUCATIONAL FUNDING OF THE SOUTH, INC.                                                                | EDUCATIONAL FUNDING OF THE SOUTH INC EFOTS 2011-1 A2                              | CUSIP: 28148WAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     408942 | PA      | $406188.43     | 0.01%             | 2035-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.875000% 03/15/2023                                       | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149253.19     | 0.00%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033                                | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    2819000 | PA      | $2414512.01    | 0.03%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1801362.29    | 0.02%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 623371                                                       | CUSIP: 36291BQY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3199 | PA      | $3339.64       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                                                                           | BRIGHTHOUSE FINANCIAL INC 3.850000% 12/22/2051                                    | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     723000 | PA      | $456553.22     | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 2.000000% 05/15/2030                                       | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     220000 | PA      | $183087.89     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5280                                                         | CUSIP: 3140X82N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     101404 | PA      | $94109.19      | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A3                                | CUSIP: 63940HAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1450703 | PA      | $1427856.84    | 0.02%             | 2065-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.804000% 05/24/2032                                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    1285000 | PA      | $998158.60     | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                   | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1770302 | PA      | $1621758.28    | 0.02%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3800000 | PA      | $3627070.28    | 0.05%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.875000% 11/30/2027                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3248000 | PA      | $3260180.00    | 0.04%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA JANUARY                            | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |   21000000 | PA      | $21447769.56   | 0.28%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD4867                                                        | CUSIP: 3133B2MQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     287571 | PA      | $256437.06     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4860000 | PA      | $4300856.32    | 0.06%             | 2171-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3                      | CUSIP: 63939CAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1086000 | PA      | $1068768.22    | 0.01%             | 2031-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5202 LA                                                    | CUSIP: 3137H62P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1973650 | PA      | $1720625.30    | 0.02%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028                            | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1506345.20    | 0.02%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                                       | CSL FINANCE PLC 144A 4.050000% 04/27/2029                                         | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |     738000 | PA      | $703300.63     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US 10YR FUT OPTN  Jan23C 113.5                                                                        | US 10YR FUT OPTN  Jan23C 113.5 LONG                                               | CUSIP: 018YVNJV4<br>LEI: N/A                  | N/A              | DIR              |  | US        |         47 | NC      | $43328.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 0.800000% 05/28/2025                                                   | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $968438.14     | 0.01%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 5.500000% 06/15/2047                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2662489.00    | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -259 | NC      | $-30990968.75  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                   | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3265000 | PA      | $3262845.10    | 0.04%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                                          | COSTCO WHOLESALE CORP 1.750000% 04/20/2032                                        | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     560000 | PA      | $450647.74     | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24200000 | PA      | $17475992.25   | 0.23%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                                                    | ITC HOLDINGS CORP 4.050000% 07/01/2023                                            | CUSIP: 465685AG0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2054416.00    | 0.03%             | 2023-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     632000 | PA      | $479833.70     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                                       | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     634842 | PA      | $606727.72     | 0.01%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BL4126                                                      | CUSIP: 3617JGSP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      23624 | PA      | $23220.42      | 0.00%             | 2069-01-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.300000% 03/25/2028                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1298746.99    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                                   | COTERRA ENERGY INC 144A 3.900000% 05/15/2027                                      | CUSIP: 127097AE3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1641888.99    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 0.657000% 09/10/2024                                  | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3666000 | PA      | $3513609.73    | 0.05%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H01 JA                          | CUSIP: 38375BF31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     260815 | PA      | $257591.70     | 0.00%             | 2063-01-20      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     800000 | PA      | $684312.50     | 0.01%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SMB 2021-D A1A                            | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1509611 | PA      | $1336171.02    | 0.02%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 MONTH SOFR FUT  DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |        168 | NC      | $40742100.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                                                                   | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2006-2 CRMSI 2006-2 A5                 | CUSIP: 17310EAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     410188 | PA      | $407008.01     | 0.01%             | 2036-09-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.800000% 03/15/2025                                                   | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684835.84     | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                          | TRUIST FINANCIAL CORP MTN 6.123000% 10/28/2033                                    | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1188554.71    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                     | EVERSOURCE ENERGY 2.900000% 10/01/2024                                            | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3582524.71    | 0.05%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3306                                                         | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2820438 | PA      | $2719292.67    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 409 C2                                              | CUSIP: 3136FLEV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     352621 | PA      | $15328.89      | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3516107.58    | 0.05%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.300000% 07/22/2027                                         | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1139624.12    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8485000 | PA      | $6617101.92    | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                                   | ANTARES HOLDINGS LP 144A 3.750000% 07/15/2027                                     | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    1914000 | PA      | $1560047.60    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                               | DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR                                    | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3711215 | PA      | $3635313.59    | 0.05%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                             | JGWPT XXX LLC HENDR 2013-3A A                                                     | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1224953 | PA      | $1110105.97    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                                | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 05/21/2028           | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    1030000 | PA      | $1015260.70    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                                 | FREEPORT-MCMORAN INC 5.450000% 03/15/2043                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     270000 | PA      | $242071.20     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781484                                                       | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     144802 | PA      | $154265.99     | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE EDUCATION LOAN TRUST                                                                      | SLM PRIVATE EDUCATION LOAN TRUST 2010-C SLMA 2010-C A5                            | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1677873 | PA      | $1792179.90    | 0.02%             | 2041-10-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BC2817                                                         | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     624430 | PA      | $564713.18     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1                       | CUSIP: 83162CQ22<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    9324000 | PA      | $8966218.54    | 0.12%             | 2047-07-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 555483                                                       | CUSIP: 36213JCU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      38938 | PA      | $39330.02      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                              | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     804000 | PA      | $628707.25     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                           | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     431000 | PA      | $412079.10     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                          | GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025                            | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     290000 | PA      | $262934.42     | 0.00%             | 2025-06-23      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KLU1 A4                   | CUSIP: 3137FMCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1115000 | PA      | $1016991.17    | 0.01%             | 2031-01-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                             | MFA 2022-NQM2 TRUST MFRA 2022-NQM2 A1                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1929427 | PA      | $1777063.09    | 0.02%             | 2067-05-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                          | ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040                            | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1054100.00    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 4.300000% 03/01/2028                                            | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     450000 | PA      | $435088.15     | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                                                      | CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4                                         | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1240000 | PA      | $1150939.98    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     937274 | PA      | $832752.57     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-3A A                          | CUSIP: 05377RFK5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3126000 | PA      | $3022148.03    | 0.04%             | 2027-02-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS2350                                                         | CUSIP: 3138WBTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      78664 | PA      | $78863.43      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.300000% 03/08/2026                                            | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    4825000 | PA      | $4696049.70    | 0.06%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                           | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1900000 | PA      | $1642582.49    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2465                                                         | CUSIP: 3140X5W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1054016 | PA      | $952878.03     | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                   | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64907.62      | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841384                                               | CUSIP: 31288QRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1470974 | PA      | $1486455.82    | 0.02%             | 2047-09-01      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II S.a r.l.                                                                         | DH EUROPE FINANCE II SARL 2.200000% 11/15/2024                                    | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | NUSS              | US        |    2004000 | PA      | $1904617.07    | 0.02%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC9814                                                        | CUSIP: 3133AU3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2258039 | PA      | $2023790.06    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B                            | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1327219 | PA      | $1135142.18    | 0.01%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                | EXTRA SPACE STORAGE LP 2.350000% 03/15/2032                                       | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     630000 | PA      | $479191.91     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 4.279000% 03/15/2032                                | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2479077.52    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54495000 | PA      | $42393278.46   | 0.55%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 03/16/2023                                                | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7040000 | PA      | $6952515.19    | 0.09%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT                           | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1425385 | PA      | $1404896.36    | 0.02%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO                           | CUSIP: 38380R4L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2299850 | PA      | $147028.28     | 0.00%             | 2063-05-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT9653                                                         | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     374836 | PA      | $367530.33     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL6060                                                         | CUSIP: 3140HXWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3020000 | PA      | $2140412.98    | 0.03%             | 2040-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 1.650000% 02/01/2028                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1356375.03    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AE0758                                                         | CUSIP: 31419AZY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      86212 | PA      | $93382.16      | 0.00%             | 2039-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CL6051                                                      | CUSIP: 3617YDWL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     480019 | PA      | $433265.85     | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 2.782000% 10/01/2030                                          | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1557200.51    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                              | DEVON ENERGY CORP 4.750000% 05/15/2042                                            | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     567000 | PA      | $493630.01     | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                                           | PARKER-HANNIFIN CORP 4.500000% 09/15/2029                                         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1437640.63    | 0.02%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3302000 | PA      | $2386210.94    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 1.785%                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    3535000 | NC      | $1002415.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 5.391000% 03/15/2062                                | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1413713.80    | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 2B1538                                               | CUSIP: 31326FV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     151256 | PA      | $151687.12     | 0.00%             | 2043-07-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5085 NI                                                    | CUSIP: 3137FFZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1344094 | PA      | $156186.02     | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QF0659                                                        | CUSIP: 3133BMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3398431 | PA      | $3382955.90    | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9387                                                         | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     466975 | PA      | $385382.69     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38990000 | PA      | $22486264.06   | 0.29%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                               | BANK OF NEW YORK MELLON CORP/THE 5.834000% 10/25/2033                             | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2111490.38    | 0.03%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                                           | CITADEL LP 144A 4.875000% 01/15/2027                                              | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1157129.77    | 0.02%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT9839                                                         | CUSIP: 3138WX4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      29595 | PA      | $28817.17      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                               | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CERT SASC 2002-AL1 A2               | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      15566 | PA      | $13471.05      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2022-ATH2 CSMC 2022-ATH2 A1                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5800390 | PA      | $5534312.53    | 0.07%             | 2067-05-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13920000 | PA      | $8597775.00    | 0.11%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 486796                                                       | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         69 | PA      | $71.02         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU2639                                                         | CUSIP: 3140M34Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     970688 | PA      | $868030.97     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    2015000 | PA      | $2045539.84    | 0.03%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.366000% 01/23/2026                                         | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1587536.90    | 0.02%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 11/15/2032                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    9483000 | PA      | $9853429.69    | 0.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 A4                      | CUSIP: 17291EAV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     354723 | PA      | $332377.82     | 0.00%             | 2049-12-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BRK: CITADEL                                                                                          | BRK: CITADEL PAY: 1.22%                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   15938000 | NC      | $1872513.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      64483 | PA      | $65707.65      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 942198                                                         | CUSIP: 31413DGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     133340 | PA      | $139748.52     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU2599                                                         | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     468246 | PA      | $404658.23     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1170149 | PA      | $987634.47     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| KREF LTD                                                                                              | KREF 2022-FL3 LTD KREF 2022-FL3 A                                                 | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $3928948.00    | 0.05%             | 2039-02-17      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC.                                                                                            | AETNA INC 2.800000% 06/15/2023                                                    | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177820.47     | 0.00%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA7758                                                         | CUSIP: 3140QFTQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1843420 | PA      | $1641146.19    | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                                         | SABINE PASS LIQUEFACTION LLC 4.500000% 05/15/2030                                 | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1804716.04    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08727                                                   | CUSIP: 3128MJYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     922588 | PA      | $865296.82     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A 2.500000% 03/24/2028                                   | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2166230.68    | 0.03%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6754                                                         | CUSIP: 3140XAQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1054688 | PA      | $1037456.69    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                             | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     731143 | PA      | $585736.09     | 0.01%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0338                                                         | CUSIP: 3140QKLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3745084 | PA      | $3471127.23    | 0.05%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   12067618 | PA      | $10358164.20   | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 4995 IC                                                    | CUSIP: 3137FUWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1943320 | PA      | $322938.51     | 0.00%             | 2050-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 918023                                                         | CUSIP: 31411X4G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6387 | PA      | $6586.27       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA8305                                                         | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   10700258 | PA      | $9222551.98    | 0.12%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP TRUST 2017-SLP GSMS 2017-SLP C                        | CUSIP: 36255MAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4610000 | PA      | $4416385.99    | 0.06%             | 2032-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                                   | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2005-AR1 A1               | CUSIP: 86359LGS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     900157 | PA      | $805500.03     | 0.01%             | 2035-04-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     115000 | PA      | $79927.28      | 0.00%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025                                     | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    1580000 | PA      | $1535433.37    | 0.02%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4264                                                      | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     489346 | PA      | $491203.95     | 0.01%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0745                                                        | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     641524 | PA      | $533904.64     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1795422 | PA      | $1554878.10    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 2.884000% 10/22/2030                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     480000 | PA      | $409615.14     | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                                      | ORIX CORP 5.200000% 09/13/2032                                                    | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | NUSS              | JP        |    2140000 | PA      | $2089235.16    | 0.03%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE5068                                                         | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     196737 | PA      | $192172.10     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN4677                                                         | CUSIP: 3138LHFT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      90257 | PA      | $84819.55      | 0.00%             | 2029-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     610000 | PA      | $585179.47     | 0.01%             | 2047-02-10      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZT1970                                                        | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2174289 | PA      | $2111448.80    | 0.03%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 569788                                                       | CUSIP: 36200Q6Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2415 | PA      | $2413.65       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 GMALT 2022-3 A3                      | CUSIP: 380130AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2175000 | PA      | $2133982.11    | 0.03%             | 2025-09-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Pass-Through Certificates                                                | GSMPS MORTGAGE LOAN TRUST GSMPS 1998-1 A                                          | CUSIP: 36228FAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        848 | PA      | $788.13        | 0.00%             | 2027-09-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.625000% 07/15/2035                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $1129879.54    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3                     | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1642000 | PA      | $1606927.87    | 0.02%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB8975                                                        | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     276465 | PA      | $230003.90     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK1108                                                         | CUSIP: 3140HEGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1009952 | PA      | $993417.89     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                                                                         | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1005000 | PA      | $901976.33     | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1972                                                         | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1851433 | PA      | $1575074.98    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.400000% 08/08/2026                                               | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1871753.46    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                                   | CHEVRON CORP 1.554000% 05/11/2025                                                 | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $775873.09     | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1789                                                         | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11622043 | PA      | $10963017.59   | 0.14%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 3.250000% 04/15/2025                                                   | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $966890.24     | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATSKILL PARK CLO LTD                                                                                 | CATSKILL PARK CLO LTD CATSK 2017-1A A2                                            | CUSIP: 149420AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1464063.00    | 0.02%             | 2029-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM1051                                                         | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     855898 | PA      | $847108.16     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                         | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 ARCLO 2021-FL4 AS              | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4831000 | PA      | $4579580.27    | 0.06%             | 2036-11-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1982                                                         | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     666056 | PA      | $641763.31     | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 AM                                 | CUSIP: 12591KAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     220000 | PA      | $211738.32     | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CO7019                                                      | CUSIP: 3617FJYQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     167923 | PA      | $153076.62     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                                                                       | HALSEY POINT CLO I LTD HLSY 2019-1A A1A1                                          | CUSIP: 406375AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     590000 | PA      | $579499.18     | 0.01%             | 2033-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT7975                                                         | CUSIP: 3140LW2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1345000 | PA      | $1329522.05    | 0.02%             | 2052-11-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     560000 | PA      | $485317.63     | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-25 BI                                                  | CUSIP: 3136B9LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1596494 | PA      | $255395.97     | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                                                | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625000% 03/24/2032                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1893021.04    | 0.02%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS3253                                                         | CUSIP: 3138WCTK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     301291 | PA      | $294302.44     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-132 NA                          | CUSIP: 38381Y5P5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     731264 | PA      | $701121.67     | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 03/02/2023                                                | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2755000 | PA      | $2725314.96    | 0.04%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC.                                                                                            | ADOBE INC 2.300000% 02/01/2030                                                    | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1117824.62    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3469                                                         | CUSIP: 3140X62B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     873353 | PA      | $817668.48     | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781257                                                       | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       7082 | PA      | $7315.49       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CM3246                                                      | CUSIP: 3617YNTB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     432538 | PA      | $394297.55     | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                                     | FIRSTENERGY CORP 4.400000% 07/15/2027                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1235356.20    | 0.02%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 545898                                                       | CUSIP: 36212WNP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4790 | PA      | $4948.37       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034                                     | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2480000 | PA      | $2693468.98    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2037060.16    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG K90168                                                   | CUSIP: 3132J2FH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     278926 | PA      | $273434.18     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI                          | CUSIP: 38382LNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    6996375 | PA      | $916238.30     | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                              | DOW CHEMICAL CO/THE 7.375000% 11/01/2029                                          | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $2086591.88    | 0.03%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 8D0268                                               | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1446173 | PA      | $1378342.16    | 0.02%             | 2052-08-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE4344                                                        | CUSIP: 3133BDZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2021419 | PA      | $2013713.40    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV3089                                                         | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     476184 | PA      | $410993.58     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                           | ALLY AUTO RECEIVABLES TRUST 2022-1 ALLYA 2022-1 A3                                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2019000 | PA      | $1965382.83    | 0.03%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 4.900000% 12/15/2048                                                   | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129245.92     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1175147 | PA      | $947094.84     | 0.01%             | 2066-06-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                   | LEHMAN BROS CAP TR VII ESCROW SECURITY                                            | CUSIP: 524ESCXA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20630000 | PA      | $0.01          | 0.00%             | 2049-11-29      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2015-LC19 MORTGAGE TRUST COMM 2015-LC19 A3                                   | CUSIP: 200474BB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3795474 | PA      | $3629566.52    | 0.05%             | 2048-02-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030                               | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     660000 | PA      | $585488.40     | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9930.29       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                             | UNION PACIFIC CORP 3.250000% 02/05/2050                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $794281.08     | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     210000 | PA      | $167311.82     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 4.023000% 12/05/2024                                          | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2193299.51    | 0.03%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB0643                                                         | CUSIP: 3140QKWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2808137 | PA      | $2602796.79    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 904864                                                         | CUSIP: 31411DJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1066 | PA      | $1092.81       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.000000% 05/15/2029                                       | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     770000 | PA      | $739419.15     | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 6.270000% 11/17/2033                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2950897.18    | 0.04%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 492057                                                       | CUSIP: 36210GTN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3686 | PA      | $3799.45       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDUCATIONAL FUNDING OF THE SOUTH, INC.                                                                | EDUCATIONAL FUNDING OF THE SOUTH INC EFOTS 2011-1 A2                              | CUSIP: 28148WAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     385266 | PA      | $382672.31     | 0.00%             | 2035-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                                   | BANC OF AMERICA FUNDING 2003-2 TRUST BAFC 2003-2 1A1                              | CUSIP: 05946XCR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       5435 | PA      | $5277.88       | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                | GENERAL MOTORS CO 5.150000% 04/01/2038                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132252.35     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO7843                                                         | CUSIP: 3140K3WD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     921988 | PA      | $823070.20     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9335                                                         | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     364351 | PA      | $312851.09     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.350000% 03/01/2029                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     550000 | PA      | $527764.58     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 4.950000% 12/05/2044                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607526.90     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA INFRASTRUCTURE FUNDING LTD                                                                    | SEQUOIA INFRASTRUCTURE FUNDING I LTD SEQI 2021-1A A                               | CUSIP: 81742LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1035163 | PA      | $1026380.63    | 0.01%             | 2031-04-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                                                                               | LCM XXI LP LCM 21A AR                                                             | CUSIP: 50189CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     459964 | PA      | $455946.75     | 0.01%             | 2028-04-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZT2255                                                        | CUSIP: 3132AEQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1115482 | PA      | $1039984.83    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.200000% 05/15/2032                                       | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     520000 | PA      | $500725.65     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0952                                                        | CUSIP: 3132DNBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     389130 | PA      | $347900.30     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                                                    | DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A3 A3                               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          |  | US        |    7357000 | PA      | $7060641.65    | 0.09%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4511                                                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1803538 | PA      | $1747295.62    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     463840 | PA      | $419167.13     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     539254 | PA      | $514329.06     | 0.01%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0958                                                        | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6336898 | PA      | $5846325.59    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 6.375000% 06/01/2037                                                    | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1959197.29    | 0.03%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5091 AB                                                    | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2552061 | PA      | $2119436.52    | 0.03%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1591                                                         | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     345359 | PA      | $342774.36     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     855747 | PA      | $810972.14     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 5.750000% 06/24/2044                                         | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389516.86     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    8143252 | PA      | $7075888.41    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   28610000 | NC      | $-1612150.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                              | NXP BV / NXP FUNDING LLC / NXP USA INC 3.400000% 05/01/2030                       | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |    1015000 | PA      | $882586.08     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     480000 | PA      | $349116.03     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1304161.92    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 4.500000% 04/22/2029                                        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1983000 | PA      | $1924284.84    | 0.02%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.300000% 01/11/2023                                     | CUSIP: 06051GEU9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1179037.61    | 0.02%             | 2023-01-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                               | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A3 A                           | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6525000 | PA      | $6552977.24    | 0.08%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                                              | TENCENT HOLDINGS LTD MTN 3.840000% 04/22/2051                                     | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |    2320000 | PA      | $1608612.67    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                         | NISOURCE INC 5.800000% 02/01/2042                                                 | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     471000 | PA      | $447012.46     | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT                           | CUSIP: 38381WDY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      63465 | PA      | $58603.32      | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   22825000 | PA      | $21466199.22   | 0.28%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-129 IE                          | CUSIP: 38382JZK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     415706 | PA      | $60887.48      | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                         | NETFLIX INC 144A 5.375000% 11/15/2029                                             | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     860000 | PA      | $844097.74     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 783094                                                       | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      18797 | PA      | $19669.58      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 253841                                                         | CUSIP: 31371J5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       4657 | PA      | $4812.01       | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                       | AVOLON HOLDINGS FUNDING LTD 144A 3.950000% 07/01/2024                             | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |     535000 | PA      | $509504.94     | 0.01%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                         | COLLEGE AVE STUDENT LOANS 2021-A LLC CASL 2021-A A2                               | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1281075 | PA      | $1092730.22    | 0.01%             | 2051-07-25      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     352594 | PA      | $348891.49     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q47317                                                   | CUSIP: 3132WMDX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     308017 | PA      | $304191.38     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM4252                                                         | CUSIP: 3140X7WN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     151737 | PA      | $125584.44     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD                                                                                    | MYERS PARK CLO LTD MYERS 2018-1A B1                                               | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     890000 | PA      | $859753.35     | 0.01%             | 2030-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2014) Limited                                                     | SINOPEC GROUP OVERSEAS DEVELOPMENT 2014 LTD 144A 4.375000% 04/10/2024             | CUSIP: 82937WAE5<br>LEI: 549300ZIMV82UUECOQ45 | Long             | DBT              | NUSS              | CN        |    1020000 | PA      | $1010954.35    | 0.01%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                               | GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4                                   | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       4317 | PA      | $5240.58       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRK: DEUTSCHE BANK                                                                                    | BRK: DEUTSCHE BANK PAY: 1.63                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   15520000 | NC      | $4138002.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC 3.100000% 01/12/2032                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     280000 | PA      | $224621.93     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.750000% 05/22/2025                                  | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485731.43     | 0.01%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NEV ARPT REV                                                                               | CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION                 | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1170000 | PA      | $1406588.74    | 0.02%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                 | CWABS ASSET-BACKED NOTES TRUST 2006-SD2 CWL 2006-SD3 A1                           | CUSIP: 23244AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      26753 | PA      | $25854.27      | 0.00%             | 2036-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB8602                                                        | CUSIP: 3133AFRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     237207 | PA      | $199106.32     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24 WFRBS 2014-C24 AS                        | CUSIP: 92939KAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1330000 | PA      | $1264433.13    | 0.02%             | 2047-11-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV7891                                                         | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2496534 | PA      | $2403490.81    | 0.03%             | 2052-07-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5140 NI                                                    | CUSIP: 3137H24R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1657478 | PA      | $221676.79     | 0.00%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                                                         | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      26062 | PA      | $23691.59      | 0.00%             | 2033-07-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                                   | ITALY GOV'T INT BOND 3.875000% 05/06/2051                                         | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     619000 | PA      | $423425.71     | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                    | AMERICAN INTERNATIONAL GROUP INC 2.500000% 06/30/2025                             | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     272000 | PA      | $256828.24     | 0.00%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2017-5 JPMMT 2017-5 A2                                   | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3208213 | PA      | $2993850.56    | 0.04%             | 2048-10-26      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                                         | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2                | CUSIP: 9497EAAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    8710297 | PA      | $8452118.98    | 0.11%             | 2036-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.450000% 04/13/2029                                               | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     550000 | PA      | $518862.08     | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                              | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1932000 | PA      | $1600985.18    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                                                                   | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5                 | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     347378 | PA      | $335905.80     | 0.00%             | 2037-03-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1473394.86    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1768215 | PA      | $1714279.92    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4364                                                         | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1128766 | PA      | $972880.12     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                                                                | RR 3 LTD RRAM 2018-3A A1R2                                                        | CUSIP: 74988LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1080885.30    | 0.01%             | 2030-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MKT MORTGAGE TRUST                                                                                    | MKT 2020-525M MORTGAGE TRUST MKT 2020-525M A                                      | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1655000 | PA      | $1313564.07    | 0.02%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD6079                                                        | CUSIP: 3133B3XG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     850405 | PA      | $734983.20     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CN0172                                                      | CUSIP: 3617YXFM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     112141 | PA      | $102226.67     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     420000 | PA      | $382978.35     | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON COMPANY                                                                           | METROPOLITAN EDISON CO 144A 4.000000% 04/15/2025                                  | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $956780.18     | 0.01%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                                                                    | REPUBLIC OF PANAMA 6.700000% 01/26/2036                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1830000 | PA      | $1933056.07    | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BN8087                                                         | CUSIP: 3140JQ6Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     118555 | PA      | $114998.30     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     119540 | PA      | $119622.63     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     104700 | PA      | $100180.11     | 0.00%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                                       | SOUTHERN CALIFORNIA GAS CO 2.550000% 02/01/2030                                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1579050.72    | 0.02%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0582                                                         | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     383464 | PA      | $330966.85     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 3.025000% 07/09/2040                                 | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |     869000 | PA      | $649852.45     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7195                                                         | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     349164 | PA      | $301300.60     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     580000 | PA      | $464717.14     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K047 A2                   | CUSIP: 3137BKRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     605000 | PA      | $585814.36     | 0.01%             | 2025-05-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 414 A35                                             | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1671808 | PA      | $1577790.89    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CK9415                                                      | CUSIP: 3617Y5N88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1145282 | PA      | $1044294.62    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                      | CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1                                         | CUSIP: 12567HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6225000 | PA      | $5976516.68    | 0.08%             | 2035-01-23      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     814140 | PA      | $675385.64     | 0.01%             | 2056-11-27      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| DC OFFICE TRUST                                                                                       | DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1995000 | PA      | $1607607.91    | 0.02%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP 2.930000% 01/15/2025                                        | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1942350.43    | 0.03%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV5373                                                         | CUSIP: 3140MJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     284694 | PA      | $245124.63     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                                          | MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025                                   | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $992990.97     | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6023                                                         | CUSIP: 3140LGVR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      99525 | PA      | $95417.06      | 0.00%             | 2032-07-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM3139                                                         | CUSIP: 3140J7PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     384654 | PA      | $381099.11     | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                                         | MEDTRONIC INC 4.625000% 03/15/2045                                                | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     123000 | PA      | $117791.03     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   17135686 | NS      | $17135686.32   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-9 SLMA 2008-9 B                                       | CUSIP: 78445JAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $1061547.80    | 0.01%             | 2083-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST                                                                   | MASTR SEASONED SECURITIZATION TRUST 2005-1 MSSTR 2005-1 4A1                       | CUSIP: 55265WCK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      20906 | PA      | $19396.54      | 0.00%             | 2032-10-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5711                                                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     956344 | PA      | $937497.20     | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE3704                                                         | CUSIP: 3140FPDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     340783 | PA      | $344349.57     | 0.00%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2945087.66    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                         | EQUINIX INC 3.900000% 04/15/2032                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4261377.36    | 0.06%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COOF SECURITIZATION TRUST                                                                             | COOF SECURITIZATION TRUST 2014-1 LTD COOF 2014-1 A                                | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     143495 | PA      | $7492.33       | 0.00%             | 2040-06-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 3.600000% 07/01/2030                                          | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     460000 | PA      | $430008.86     | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.875000% 11/14/2048                                                   | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     130000 | PA      | $121999.88     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1918                                                         | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   14019604 | PA      | $12648401.43   | 0.16%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9391                                                        | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      42108 | PA      | $35187.79      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                                                     | PALMER SQUARE CLO 2022-1 LTD PLMRS 2022-1A A                                      | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5614284.00    | 0.07%             | 2035-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.069000% 06/01/2029                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2123420.92    | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 2.378000% 04/15/2025                                          | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     435000 | PA      | $420250.87     | 0.01%             | 2025-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST                                                                              | DSLA MORTGAGE LOAN TRUST 2004-AR2 DSLA 2004-AR2 A2B                               | CUSIP: 23332UAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     243589 | PA      | $221807.62     | 0.00%             | 2044-11-19      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 1.658000% 03/11/2027                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5809000 | PA      | $5147341.02    | 0.07%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BH3925                                                         | CUSIP: 3140GSLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     402173 | PA      | $376071.66     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | AID-ISRAEL ZERO COUPON 02/15/2025                                                 | CUSIP: 465138RE7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $906077.73     | 0.01%             | 2025-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 562399                                                       | CUSIP: 36213RX44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     228133 | PA      | $235683.88     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.887000% 01/10/2028                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     545000 | PA      | $514101.23     | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2370                                                         | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     443532 | PA      | $439854.71     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                            | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $1746808.30    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 4804                                                        | CUSIP: 36202FKR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      29031 | PA      | $30800.15      | 0.00%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV4142                                                         | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     281963 | PA      | $253420.81     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     177878 | PA      | $183957.72     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                                                                                  | CORNING INC 5.450000% 11/15/2079                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1599437.66    | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT6549                                                         | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      50644 | PA      | $49656.93      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5783                                                         | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     602107 | PA      | $571424.10     | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 3.500000% 06/15/2051                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     225000 | PA      | $160252.56     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K133 X1                   | CUSIP: 3137H4BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   15367462 | PA      | $379866.75     | 0.00%             | 2031-09-25      | Floating      | 0.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67714                                                   | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     751960 | PA      | $730418.18     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q18473                                                   | CUSIP: 3132J92F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      24920 | PA      | $24622.76      | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                         | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     250000 | PA      | $185698.75     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.005000% 03/13/2026                                          | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69693.72      | 0.00%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                   | COMMONSPIRIT HEALTH 4.350000% 11/01/2042                                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     695000 | PA      | $588209.89     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2570000 | PA      | $1829146.10    | 0.02%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 A5                         | CUSIP: 36198FAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     993000 | PA      | $979980.78     | 0.01%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0658                                                         | CUSIP: 3140XFWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2740681 | PA      | $2587948.90    | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                                       | KLA CORP 4.650000% 07/15/2032                                                     | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     640000 | PA      | $633205.09     | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1122257.62    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP II GSMS 2021-ARDN B                                   | CUSIP: 36266CAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3062000 | PA      | $2903501.69    | 0.04%             | 2036-11-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-84 IG                           | CUSIP: 38379XGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      96768 | PA      | $19584.81      | 0.00%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7786                                                         | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2485888 | PA      | $2395642.02    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6885                                                         | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     698956 | PA      | $624628.40     | 0.01%             | 2051-12-01      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                       | CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 A3                          | CUSIP: 12635FAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     878397 | PA      | $832732.39     | 0.01%             | 2048-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 4.800000% 02/15/2029                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115492.18     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.050000% 03/30/2029           | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2406511.41    | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 4.750000% 12/07/2046                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $107396.81     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 2.550000% 06/15/2031                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     798000 | PA      | $656327.76     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2285241.92    | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96989000 | PA      | $70639058.55   | 0.92%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0807                                                        | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1471257 | PA      | $1277873.85    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 144A 4.625000% 03/15/2052                                                 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2891000 | PA      | $2330972.33    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1040 | NC      | $132080000.00  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1269884.56    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G02955                                                   | CUSIP: 3128M4TL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     837316 | PA      | $880026.50     | 0.01%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AQ0225                                                         | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1743211 | PA      | $1599644.69    | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 890843                                                         | CUSIP: 31410LWC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2151226 | PA      | $1944717.29    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2348                                                         | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1750982 | PA      | $1651957.77    | 0.02%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AP9766                                                         | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     372143 | PA      | $359625.40     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 552168                                                       | CUSIP: 36213EMR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      15236 | PA      | $15644.41      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                | EXTRA SPACE STORAGE LP 2.550000% 06/01/2031                                       | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2041747.35    | 0.03%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 3.625000% 05/13/2024                                          | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1466081.64    | 0.02%             | 2024-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE13 MORTGAGE TRUST COMM 2013-CR13 A4                                 | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     808000 | PA      | $790119.53     | 0.01%             | 2046-11-10      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     660000 | PA      | $741428.06     | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1177439 | PA      | $1140760.34    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR4753                                                         | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     252420 | PA      | $210936.75     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 0.875000% 06/30/2026                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   12753000 | PA      | $11432367.04   | 0.15%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.400000% 07/15/2046                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      60000 | PA      | $44765.90      | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                               | ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025                                     | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |     730000 | PA      | $668682.98     | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | OBX 2019-EXP1 TRUST OBX 2019-EXP1 1A3                                             | CUSIP: 67448QAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      51526 | PA      | $48479.68      | 0.00%             | 2059-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                        | JOHN DEERE CAPITAL CORP MTN 4.850000% 10/11/2029                                  | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1362133.05    | 0.02%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 843352                                                         | CUSIP: 31407W5M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       4295 | PA      | $4355.38       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                                              | KIMCO REALTY CORP 4.600000% 02/01/2033                                            | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $1076466.81    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6400000 | PA      | $6364750.02    | 0.08%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.750000% 08/15/2032                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    8580000 | PA      | $7947225.00    | 0.10%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.375000% 10/31/2028                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   11560000 | PA      | $10077068.75   | 0.13%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                          | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $2003329.90    | 0.03%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 254447                                                         | CUSIP: 31371KTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        267 | PA      | $278.36        | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 610851                                                       | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       7695 | PA      | $8031.71       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                                         | SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3104393.14    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 599760                                                       | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      12956 | PA      | $13398.23      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0734                                                         | CUSIP: 3140XFY88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     478599 | PA      | $396849.76     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4155199 | PA      | $3803305.58    | 0.05%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                                      | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR8 INDX 2004-AR8 2A2A                      | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      15172 | PA      | $12863.34      | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                          | TRUIST FINANCIAL CORP MTN 4.123000% 06/06/2028                                    | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $2140255.55    | 0.03%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6400                                                         | CUSIP: 3140XADE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     957266 | PA      | $792061.90     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                                           | RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |    1280000 | PA      | $1066127.17    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U99076                                                   | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1492940 | PA      | $1494746.32    | 0.02%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES, INC.                                                                                 | COX ENTERPRISES INC 144A 7.375000% 07/15/2027                                     | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $3075981.30    | 0.04%             | 2027-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    1600000 | PA      | $1638122.99    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 1.500000% 09/22/2028                                                  | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     290000 | PA      | $250586.56     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A12072                                                   | CUSIP: 31296LJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     117387 | PA      | $118754.77     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4305                                                         | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7854991 | PA      | $6494421.75    | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4846909.73    | 0.06%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG A52174                                                   | CUSIP: 3128KEMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       8848 | PA      | $9119.71       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2864297 | PA      | $2558452.73    | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G07924                                                   | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     839193 | PA      | $789837.24     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CL6713                                                      | CUSIP: 3617YEN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     111660 | PA      | $100788.70     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2401                                                         | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12096895 | PA      | $12125093.21   | 0.16%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BK1229                                                         | CUSIP: 3140HELK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1328837 | PA      | $1285870.48    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781976                                                       | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      28029 | PA      | $29078.81      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                                         | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |      34000 | PA      | $34376.72      | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 05/25/2023                                                | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10090000 | PA      | $9867932.42    | 0.13%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZN5786                                                        | CUSIP: 3131YCNB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      68766 | PA      | $65776.16      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                     | BARRICK NORTH AMERICA FINANCE LLC 5.700000% 05/30/2041                            | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     470000 | PA      | $474249.58     | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                                             | DANONE SA 144A 2.947000% 11/02/2026                                               | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | NUSS              | FR        |     450000 | PA      | $418998.43     | 0.01%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21850.18      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4147000 | PA      | $3565920.74    | 0.05%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1362000 | PA      | $1121787.89    | 0.01%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     850677 | PA      | $818085.01     | 0.01%             | 2050-02-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                                                   | VONTIER CORP 1.800000% 04/01/2026                                                 | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $986450.40     | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.658000% 05/24/2028                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     600000 | PA      | $584013.74     | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-65 EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4035316 | PA      | $861166.63     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 10/31/2027                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   94370000 | PA      | $95571743.44   | 1.24%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                               | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025                  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3632737.35    | 0.05%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1600000 | PA      | $1272944.48    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM5754                                                         | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     105425 | PA      | $101545.10     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 B                | CUSIP: 46590TAK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1740000 | PA      | $1482905.26    | 0.02%             | 2050-03-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6147                                                         | CUSIP: 3140LGZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      99557 | PA      | $95583.64      | 0.00%             | 2032-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G05866                                                   | CUSIP: 3128M7Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       8559 | PA      | $8589.83       | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2011-75 FA                                                  | CUSIP: 3136A0GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      33777 | PA      | $33630.10      | 0.00%             | 2041-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                      | BRIXMOR OPERATING PARTNERSHIP LP 4.050000% 07/01/2030                             | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1612408.30    | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                            | CSMC 2021-NQM3 CSMC 2021-NQM3 A3                                                  | CUSIP: 12660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1566102 | PA      | $1236449.14    | 0.02%             | 2066-04-25      | Floating      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO-DOMINION BANK/THE MTN 2.800000% 03/10/2027                                | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    3445000 | PA      | $3162828.15    | 0.04%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 3.950000% 09/09/2027                                                  | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $1909889.86    | 0.02%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4481                                                         | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     811650 | PA      | $768948.97     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM4304                                                         | CUSIP: 3140J8YA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1130320 | PA      | $1095666.59    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q45737                                                   | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1512433 | PA      | $1366207.28    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                   | RCKT MORTGAGE TRUST 2021-3 RCKT 2021-3 A1                                         | CUSIP: 74938DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1301070 | PA      | $1050817.36    | 0.01%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     349494 | PA      | $320713.18     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 411368                                                       | CUSIP: 36206G6D7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3210 | PA      | $3316.25       | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                                                                     | REPUBLIC OF CHILE 3.100000% 05/07/2041                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1310000 | PA      | $953803.15     | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1216087 | PA      | $1003703.18    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                              | PROVINCE OF SASKATCHEWAN 3.250000% 06/08/2027                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    1110000 | PA      | $1066764.13    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11783361 | PA      | $10443126.91   | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                       | DANSKE BANK A/S 144A 3.244000% 12/20/2025                                         | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    1320000 | PA      | $1230468.87    | 0.02%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 5.150000% 05/22/2045                                  | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1781014.68    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION III                                                                      | OWL ROCK CAPITAL CORP III 3.125000% 04/13/2027                                    | CUSIP: 69122JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     994000 | PA      | $825389.68     | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BD5046                                                         | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     715463 | PA      | $668954.94     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7114                                                         | CUSIP: 3140XA3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3824846 | PA      | $3452067.44    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                              | CONSUMERS ENERGY CO 2.650000% 08/15/2052                                          | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     489000 | PA      | $312051.30     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2863                                                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1118516 | PA      | $1007770.92    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                    | DTE ENERGY CO 1.050000% 06/01/2025                                                | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2174564.64    | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013-CR8 A5                                   | CUSIP: 12625KAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1176589 | PA      | $1167344.91    | 0.02%             | 2046-06-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 889184                                                         | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     186166 | PA      | $194887.49     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE5041                                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     180858 | PA      | $169584.13     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN AB2892                                                       | CUSIP: 36178NF95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     385897 | PA      | $358180.55     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 992249                                                         | CUSIP: 31415XH20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       7827 | PA      | $7901.22       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 577784                                                       | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        378 | PA      | $391.00        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $872098.59     | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ9226                                                         | CUSIP: 3140KVHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     416163 | PA      | $347132.30     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     240000 | PA      | $184218.16     | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 4.375000% 05/15/2055                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     493000 | PA      | $374837.29     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                          | UBS GROUP AG 144A 2.746000% 02/11/2033                                            | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |     400000 | PA      | $312073.21     | 0.00%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT8394                                                         | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     279008 | PA      | $273570.05     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                                   | EOG RESOURCES INC 3.900000% 04/01/2035                                            | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     590000 | PA      | $534470.78     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                                      | MET TRANSPRTN AUTH NY REVENUE METROPOLITAN TRANSPORTATION AUTHORITY               | CUSIP: 59261AG76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     480000 | PA      | $436524.10     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6448                                                         | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1141819 | PA      | $948880.42     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                                 | PAYPAL HOLDINGS INC 4.400000% 06/01/2032                                          | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     740000 | PA      | $704375.16     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 Month SOFR Opt  Dec23C  96.5 SHORT                                              | CUSIP: 00R9LM8Y5<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -506 | NC      | $-319412.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781551                                                       | CUSIP: 36225BWL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10856 | PA      | $11567.57      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.520000% 11/03/2032                                                | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     910000 | PA      | $715062.04     | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6610000 | PA      | $5308548.31    | 0.07%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA) INC.                                                                              | AMCOR FINANCE USA INC 3.625000% 04/28/2026                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1894857.66    | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST NSLT 2014-4A A2                                         | CUSIP: 64033MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3735000 | PA      | $3673192.10    | 0.05%             | 2048-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                         | FLORIDA POWER & LIGHT CO 3.950000% 03/01/2048                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     960000 | PA      | $805668.52     | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA4823                                                         | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     405092 | PA      | $386864.73     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1337120.03    | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                                             | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     810000 | PA      | $758357.57     | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                          | MARRIOTT INTERNATIONAL INC/MD 4.625000% 06/15/2030                                | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1201000 | PA      | $1127827.55    | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP8713                                                         | CUSIP: 3140KGVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     198840 | PA      | $176784.51     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4              | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1400000 | PA      | $1274818.02    | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7641                                                         | CUSIP: 3140XBP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3433749 | PA      | $3348606.67    | 0.04%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0523                                                         | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     482453 | PA      | $416347.82     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K144 A2                   | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1971000 | PA      | $1679630.03    | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1193216.48    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 3.200000% 05/14/2026                                                   | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     145000 | PA      | $137833.52     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA7228                                                         | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3115272 | PA      | $2714205.26    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $2835204.86    | 0.04%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                   | PETROLEOS MEXICANOS 6.950000% 01/28/2060                                          | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     210000 | PA      | $134280.17     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 735224                                                         | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     264125 | PA      | $276470.76     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1291948 | PA      | $1234940.20    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                             | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1                                   | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     991075 | PA      | $790318.51     | 0.01%             | 2061-10-25      | Floating      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (JANUARY)                                             | CUSIP: 21H052611<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    5900000 | PA      | $5965364.51    | 0.08%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS3338                                                         | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1787000 | PA      | $1639912.78    | 0.02%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT8269                                                         | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     634509 | PA      | $605922.73     | 0.01%             | 2052-08-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR2644                                                         | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     227128 | PA      | $189169.36     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 7.750000% 06/15/2031                                         | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     339000 | PA      | $372157.29     | 0.00%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2740                                                         | CUSIP: 3140XJBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   13043824 | PA      | $12158223.28   | 0.16%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                                   | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS8 CLASS:1P             | CUSIP: 939336C76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2501 | PA      | $1601.72       | 0.00%             | 2033-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 90DAY EURO$ FUTR  JUN23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |        234 | NC      | $55475550.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781688                                                       | CUSIP: 36225B2V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     176396 | PA      | $187933.64     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 5.250000% 02/15/2029                                              | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3856000 | PA      | $4146103.77    | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                     | JOHNSON & JOHNSON 0.550000% 09/01/2025                                            | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     490000 | PA      | $445340.71     | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                       | STATE OF ISRAEL 2.750000% 07/03/2030                                              | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     720000 | PA      | $651600.00     | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BL2356                                                         | CUSIP: 3140HTTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1265000 | PA      | $1204751.63    | 0.02%             | 2026-05-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.406000% 10/30/2025                                         | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2422014.16    | 0.03%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 CL5523                                                      | CUSIP: 3617YDD41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     191616 | PA      | $170703.98     | 0.00%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 4.625000% 05/15/2042                                          | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     219000 | PA      | $199693.18     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                   | KINDER MORGAN INC 5.550000% 06/01/2045                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $466612.06     | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AT2075                                                         | CUSIP: 3138WPJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     195264 | PA      | $197487.58     | 0.00%             | 2043-06-01      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6912                                                         | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     292216 | PA      | $245480.83     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 564704                                                       | CUSIP: 36213UKR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      50659 | PA      | $52336.25      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 3.625000% 05/22/2024                                                    | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216485.22     | 0.00%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                                | NSTAR ELECTRIC CO 3.100000% 06/01/2051                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     673000 | PA      | $469450.05     | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                     | JOHNSON & JOHNSON 2.450000% 09/01/2060                                            | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1342785.29    | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                               | MPLX LP 4.500000% 04/15/2038                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     810000 | PA      | $694660.71     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1475355.19    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 4.716000% 08/11/2026                                     | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    3156000 | PA      | $3061992.10    | 0.04%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 0.375000% 11/30/2025                                              | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    6306000 | PA      | $5652491.50    | 0.07%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.625000% 08/15/2026                                   | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     940000 | PA      | $874842.78     | 0.01%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS8299                                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     264342 | PA      | $238667.91     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM0068                                                         | CUSIP: 3140X3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     267928 | PA      | $253397.96     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67709                                                   | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    5505957 | PA      | $5169509.90    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 4.300000% 11/20/2026                                                | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     590000 | PA      | $575547.93     | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                                   | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A3                        | CUSIP: 706874AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1654000 | PA      | $1623473.45    | 0.02%             | 2026-04-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                          | US BANCORP 5.850000% 10/21/2033                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2095834.72    | 0.03%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2067                                                         | CUSIP: 3140XHJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2414121 | PA      | $2389610.77    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG Q45819                                                   | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     421268 | PA      | $380884.47     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP MTN 3.864000% 07/23/2024                                     | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1212337.40    | 0.02%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 4.200000% 01/31/2050                            | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     310000 | PA      | $246923.90     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                                                      | AMMC CLO 19 LTD AMMC 2016-19A AR                                                  | CUSIP: 00176PAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     545913 | PA      | $543250.79     | 0.01%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1127506 | PA      | $1104802.10    | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                              | HCA INC 4.125000% 06/15/2029                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2284648.60    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                                                 | PROGRESS ENERGY INC 6.000000% 12/01/2039                                          | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201918.48     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BD0384                                                      | CUSIP: 3617BFM90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     201510 | PA      | $189712.94     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A3                                | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4000000 | PA      | $3926298.80    | 0.05%             | 2066-07-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08722                                                   | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2485109 | PA      | $2336340.64    | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                                                                           | ORANGE LAKE TIMESHARE TRUST 2019-A ONGLT 2019-A A                                 | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     774527 | PA      | $732722.31     | 0.01%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 MONTH SOFR FUT  DEC24 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |       1363 | NC      | $329948225.00  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK- CITIGROUP                                                                                        | BRK- CITIGROUP PAY- 3.27% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   60986000 | NC      | $696116.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                       | UNIVERSAL HEALTH SERVICES INC 144A 1.650000% 09/01/2026                           | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1081462.89    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G04563                                                   | CUSIP: 3128M6ML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     236350 | PA      | $242483.93     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM2111                                                         | CUSIP: 3140X5KZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     593671 | PA      | $568188.67     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     868814 | PA      | $814988.50     | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AR7399                                                         | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     156163 | PA      | $143299.34     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                                    | NEWELL BRANDS INC 4.450000% 04/01/2026                                            | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     560000 | PA      | $528281.60     | 0.01%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027                   | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     855000 | PA      | $828509.58     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1241425 | PA      | $1202028.28    | 0.02%             | 2062-06-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                   | CENTENE CORP 2.500000% 03/01/2031                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     684000 | PA      | $540715.68     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 1.433000% 02/04/2024                                                | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $4805427.40    | 0.06%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0301                                                         | CUSIP: 3140XFKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2253552 | PA      | $2016710.40    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 2.550000% 06/15/2031                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3318649.79    | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1028136.39    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H10 FC                          | CUSIP: 38375BCN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1086045 | PA      | $1084042.35    | 0.01%             | 2060-05-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN BS8439                                                       | CUSIP: 3617MKLU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     303739 | PA      | $286377.59     | 0.00%             | 2050-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 MONTH SOFR FUT  DEC23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |      -1565 | NC      | $-373956750.00 | -4.85%            |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                                 | COCA-COLA CO/THE 2.600000% 06/01/2050                                             | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     200000 | PA      | $137454.99     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K726 X1                   | CUSIP: 3137BYPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    8836335 | PA      | $88560.40      | 0.00%             | 2024-04-25      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 483639                                                       | CUSIP: 36209WHQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11953 | PA      | $12069.29      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2017-BNK7 BANK 2017-BNK7 A5                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1170000 | PA      | $1081817.92    | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.600000% 02/07/2030                                  | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     330000 | PA      | $276203.10     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102259.39     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.000000% 11/15/2052                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38525000 | PA      | $40066000.00   | 0.52%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2196                                                         | CUSIP: 3140Q9NN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-4 A                       | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2807000 | PA      | $2820848.05    | 0.04%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.875000% 12/15/2028                                       | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240236.79     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR A                             | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1300151 | PA      | $1244730.20    | 0.02%             | 2038-06-15      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| EQUIFAX INC.                                                                                          | EQUIFAX INC 3.950000% 06/15/2023                                                  | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $2995357.94    | 0.04%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     417867 | PA      | $416470.97     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2018-86 JA                                                  | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     112121 | PA      | $108668.35     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                               | CANADIAN IMPERIAL BANK OF COMMERCE 0.950000% 06/23/2023                           | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |     750000 | PA      | $733521.59     | 0.01%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 2.500000% 07/30/2024                                          | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2892707.46    | 0.04%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                                                  | WEYERHAEUSER CO 3.375000% 03/09/2033                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2085341.03    | 0.03%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                          | MID-AMERICA APARTMENTS LP 4.300000% 10/15/2023                                    | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     720000 | PA      | $714877.28     | 0.01%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LIMITED                                                                                | REESE PARK CLO LTD RESPK 2020-1A AR                                               | CUSIP: 758465BA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3690000 | PA      | $3578798.16    | 0.05%             | 2034-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 2.100000% 05/12/2031                                               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     480000 | PA      | $400764.63     | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 2.900000% 05/15/2025                                           | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     740000 | PA      | $697966.45     | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08726                                                   | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3318327 | PA      | $3007519.71    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                           | BANK OF AMERICA CORP 3.004000% 12/20/2023                                         | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2162464.18    | 0.03%             | 2023-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                            | WARNERMEDIA HOLDINGS INC 144A 4.279000% 03/15/2032                                | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1040023.96    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1318759.42    | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4606                                                         | CUSIP: 31418EDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2117580 | PA      | $1798872.95    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                                       | ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 2A1                                  | CUSIP: 12667FRG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      61994 | PA      | $59043.41      | 0.00%             | 2031-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                                                                  | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A                   | CUSIP: 576433WL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     725183 | PA      | $659900.02     | 0.01%             | 2034-11-21      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                                 | SABRA HEALTH CARE LP 3.900000% 10/15/2029                                         | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1102632.62    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 3.650000% 12/01/2027                                          | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     330000 | PA      | $313821.66     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1                               | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     686030 | PA      | $596257.94     | 0.01%             | 2063-10-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| EQUS MORTGAGE TRUST                                                                                   | EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ B                                    | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1559969 | PA      | $1477845.43    | 0.02%             | 2038-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1                                 | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     478376 | PA      | $453378.60     | 0.01%             | 2059-11-25      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                                                      | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 6.500000% 12/01/2052           | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    2210000 | PA      | $2132650.00    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4473                                                         | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   20044899 | PA      | $16386639.71   | 0.21%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 254793                                                         | CUSIP: 31371K7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      44037 | PA      | $44847.39      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Continental Airlines                                                                                  | CONTINENTAL AIRLINES 2012-2 CLASS A PASS THROUGH T 4.000000% 10/29/2024           | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41401 | PA      | $39416.11      | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                    | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1                     | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      18867 | PA      | $17892.57      | 0.00%             | 2035-06-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                         | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3310000 | PA      | $2184037.66    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                                           | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1406000 | PA      | $1191299.20    | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                                                        | ECOPETROL SA 5.375000% 06/26/2026                                                 | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     167000 | PA      | $155971.32     | 0.00%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS5233                                                         | CUSIP: 3140LFY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $93227.96      | 0.00%             | 2032-06-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| KCAP SENIOR FUNDING LLC                                                                               | GREAT LAKES KCAP F3C SENIOR LLC KCAP 2017-1A A                                    | CUSIP: 48669RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2931201 | PA      | $2895088.37    | 0.04%             | 2029-12-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                    | DIAGEO CAPITAL PLC 5.500000% 01/24/2033                                           | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | NUSS              | GB        |    2080000 | PA      | $2195806.66    | 0.03%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 600713                                                       | CUSIP: 36200GK21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10761 | PA      | $11098.39      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 890604                                                         | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     918251 | PA      | $920578.90     | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                             | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $806902.82     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                    | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $890847.15     | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     750541 | PA      | $709614.09     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                 | CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1                   | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2026611 | PA      | $1906971.07    | 0.02%             | 2034-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 587354                                                       | CUSIP: 36201MQF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      21509 | PA      | $21540.06      | 0.00%             | 2032-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                     | NATWEST GROUP PLC 1.642000% 06/14/2027                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1640000 | PA      | $1404058.79    | 0.02%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA4142                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     698457 | PA      | $607717.16     | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781834                                                       | CUSIP: 36241KBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       8394 | PA      | $8942.91       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA0913                                                         | CUSIP: 31418AAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     135287 | PA      | $137082.71     | 0.00%             | 2031-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                                       | ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 PO                                   | CUSIP: 12667FRL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       4739 | PA      | $4380.77       | 0.00%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                     | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53573.84      | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES, S.A.U.                                                                          | TELEFONICA EMISIONES SA 4.103000% 03/08/2027                                      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | NUSS              | ES        |     150000 | PA      | $143092.00     | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL0851                                                         | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       6161 | PA      | $6467.06       | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2015-LC19 MORTGAGE TRUST COMM 2015-LC19 XA                                   | CUSIP: 200474BD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   14683510 | PA      | $251977.83     | 0.00%             | 2048-02-10      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                                   | CHEVRON CORP 1.995000% 05/11/2027                                                 | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $262537.25     | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE-ACES FNA 2020-M6 A                                                     | CUSIP: 3136B8UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     176512 | PA      | $153379.11     | 0.00%             | 2037-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                                                          | EQUIFAX INC 2.600000% 12/15/2025                                                  | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     445000 | PA      | $413669.80     | 0.01%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQUS MORTGAGE TRUST                                                                                   | EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ A                                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1930961 | PA      | $1845033.14    | 0.02%             | 2038-10-15      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Lenovo Group Limited                                                                                  | LENOVO GROUP LTD 144A 6.536000% 07/27/2032                                        | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | NUSS              | CN        |    1120000 | PA      | $1088114.20    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 486621                                                       | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2676 | PA      | $2764.30       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2017-PANW MORTGAGE TRUST COMM 2017-PANW A                                    | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1780000 | PA      | $1659469.61    | 0.02%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7312                                                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2471949 | PA      | $2184577.40    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 940976                                                         | CUSIP: 31413B2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      82945 | PA      | $85413.29      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                                    | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 3.550000% 12/15/2029           | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     895000 | PA      | $779952.87     | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1543000 | PA      | $1129121.91    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 928566                                                         | CUSIP: 31412LTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     138216 | PA      | $142488.70     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 4.755000% 06/09/2028                                            | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     660000 | PA      | $625855.73     | 0.01%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR7 A6               | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2680366 | PA      | $2476670.87    | 0.03%             | 2034-07-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                    | EXELON CORP 5.625000% 06/15/2035                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1761615.38    | 0.02%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2009-103 MB                                                 | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      51823 | PA      | $51861.65      | 0.00%             | 2039-12-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE7845                                                         | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9281 | PA      | $9218.44       | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-D A2                 | CUSIP: 59020UGG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      35968 | PA      | $33594.81      | 0.00%             | 2029-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                               | RALI SERIES 2005-QO5 TRUST RALI 2005-QO5 A1                                       | CUSIP: 761118QM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     293835 | PA      | $234730.51     | 0.00%             | 2046-01-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | SOFR 1yr MidCurve Dec22C 95.75 LONG                                               | CUSIP: 012HN1HD2<br>LEI: N/A                  | N/A              | DIR              |  | US        |        361 | NC      | $76712.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 460833                                                       | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        247 | PA      | $255.66        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0226C0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     500000 | PA      | $439375.01     | 0.01%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |   -7220853 | PA      | $-7220853.43   | -0.09%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                                                                               | APPLIED MATERIALS INC 1.750000% 06/01/2030                                        | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $883825.81     | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                                               | CANTOR FITZGERALD LP 144A 4.500000% 04/14/2027                                    | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2155730.95    | 0.03%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1298000 | PA      | $1359439.53    | 0.02%             | 2055-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                           | AKER BP ASA 144A 4.000000% 01/15/2031                                             | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |     924000 | PA      | $820640.68     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 5.930000% 05/01/2060                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $742513.74     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 271950                                                       | CUSIP: 36220ABT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1410 | PA      | $1456.01       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     997384 | PA      | $939092.19     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     940586 | PA      | $911289.53     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                         | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    1710000 | PA      | $1599676.37    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                                   | CHEVRON USA INC 3.850000% 01/15/2028                                              | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     990000 | PA      | $961956.16     | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                               | WALT DISNEY CO/THE 6.650000% 11/15/2037                                           | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     260000 | PA      | $298331.14     | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5137                                                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     207681 | PA      | $201152.99     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DBCCRE MORTGAGE TRUST                                                                                 | DBCCRE 2014-ARCP MORTGAGE TRUST DBCCR 2014-ARCP C                                 | CUSIP: 23305MAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1020000 | PA      | $956703.29     | 0.01%             | 2034-01-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3922443 | PA      | $3456445.30    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                       | TOYOTA MOTOR CREDIT CORP 5.450000% 11/10/2027                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $2221931.71    | 0.03%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                                                       | S&P GLOBAL INC 144A 4.750000% 08/01/2028                                          | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993092.01     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026           | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    3970000 | PA      | $3490802.74    | 0.05%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR2641                                                         | CUSIP: 3140L05B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     319292 | PA      | $266819.43     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2335294.47    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                                   | TOYOTA AUTO RECEIVABLES 2019-D OWNER TRUST TAOT 2019-D A3                         | CUSIP: 89233MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      62759 | PA      | $62563.58      | 0.00%             | 2024-01-16      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BH0222                                                         | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     138891 | PA      | $137086.11     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV, LLC                                                                                       | WHEELS SPV 2 LLC WHLS 2020-1A A2                                                  | CUSIP: 96328DBT0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     760177 | PA      | $748658.51     | 0.01%             | 2029-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                                                                   | TAKE-TWO INTERACTIVE SOFTWARE INC 4.000000% 04/14/2032                            | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1447183.22    | 0.02%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     980000 | PA      | $911589.63     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1                                    | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    9604508 | PA      | $8494837.29    | 0.11%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 409 C17                                             | CUSIP: 3136FLFL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     341816 | PA      | $60590.79      | 0.00%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     380000 | PA      | $325061.41     | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AW9153                                                         | CUSIP: 3138XZE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      80541 | PA      | $82026.46      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                          | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2130000 | PA      | $2038565.70    | 0.03%             | 2036-09-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   12720743 | PA      | $10502019.24   | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                                 | PAYPAL HOLDINGS INC 1.650000% 06/01/2025                                          | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     640000 | PA      | $595207.51     | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE, L.L.C.                                                                                 | RUBY PIPELINE LLC 144A 8.000000% 04/01/2022                                       | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |    1727273 | PA      | $1675454.55    | 0.02%             | 2022-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1993-99 Z                                                   | CUSIP: 31359A5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       9300 | PA      | $9291.45       | 0.00%             | 2023-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                             | REALTY INCOME CORP 5.625000% 10/13/2032                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2305127.99    | 0.03%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE 0.500000% 06/17/2025                                                   | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7405000 | PA      | $6743642.20    | 0.09%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-145 IO                          | CUSIP: 38379R5W9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1691361 | PA      | $53513.97      | 0.00%             | 2057-04-16      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                           | ABBVIE INC 2.950000% 11/21/2026                                                   | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     610000 | PA      | $571126.93     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 1997-32 PG                                                  | CUSIP: 31359PMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      39817 | PA      | $40506.61      | 0.00%             | 2027-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035           | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167269.70     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 561600                                                       | CUSIP: 36213Q3H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        149 | PA      | $149.49        | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AN8096                                                         | CUSIP: 3138LL7J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2135000 | PA      | $2129380.12    | 0.03%             | 2024-06-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G08826                                                   | CUSIP: 3128MJ4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     335694 | PA      | $340334.83     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                          | BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     186000 | PA      | $174124.38     | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7220000 | PA      | $4906779.72    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1510                                                         | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      20993 | PA      | $20232.52      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                                 | ESSEX PORTFOLIO LP 2.550000% 06/15/2031                                           | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     726000 | PA      | $580722.47     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3302                                                         | CUSIP: 3140X6U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     638739 | PA      | $569518.81     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    4780000 | NC      | $1366554.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.875000% 02/06/2024                                               | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     970000 | PA      | $952507.81     | 0.01%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 890827                                                         | CUSIP: 31410LVU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     169019 | PA      | $162785.16     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA5731                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1085616 | PA      | $896455.80     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 457097                                                       | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2430 | PA      | $2510.23       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                               | NISSAN AUTO LEASE TRUST 2022-A NALT 2022-A A3                                     | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3143000 | PA      | $3086744.07    | 0.04%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 910120                                                         | CUSIP: 31411KDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      15094 | PA      | $15489.54      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                      | SHELL INTERNATIONAL FINANCE BV 4.550000% 08/12/2043                               | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |     490000 | PA      | $450273.71     | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     513000 | PA      | $391900.83     | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB4121                                                         | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 2A              | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     137576 | PA      | $126654.83     | 0.00%             | 2046-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781912                                                       | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      15867 | PA      | $16391.77      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 5.500000% 09/13/2025                                                | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1390421.89    | 0.02%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                                                | MAGNETITE XIV-R LTD MAGNE 2015-14RA A2                                            | CUSIP: 55954LAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2910000 | PA      | $2840410.26    | 0.04%             | 2031-10-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV7993                                                         | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2368811 | PA      | $2323398.41    | 0.03%             | 2052-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR1823                                                         | CUSIP: 3140L0AZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     254217 | PA      | $210855.61     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                              | LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028                                     | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    1180000 | PA      | $1108823.43    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2907                                                         | CUSIP: 3140QNGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.01          | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 4.800000% 03/15/2047                                                   | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44697.43      | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | US 10YR FUT OPTN  Jan23C   113 LONG                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         76 | NC      | $91437.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMM EURO$ FUT OPT Jun23P    97                                                                        | IMM EURO$ FUT OPT Jun23P    97 SHORT                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -165 | NC      | $-898218.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4209                                                         | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4844708 | PA      | $3788231.27    | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A1                                    | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3537277 | PA      | $3203837.00    | 0.04%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2320                                                         | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     361697 | PA      | $341255.76     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD8675                                                        | CUSIP: 3133B6T83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     473498 | PA      | $408677.47     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SOFI 2017-D A2FX                        | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      44950 | PA      | $43000.55      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC 7.437000% 11/02/2033                                                 | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    2418000 | PA      | $2561368.90    | 0.03%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 A4                                   | CUSIP: 12591QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1530000 | PA      | $1472977.67    | 0.02%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     646000 | PA      | $479238.51     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                               | DUKE ENERGY CORP 4.300000% 03/15/2028                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1845518.28    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 918834                                                         | CUSIP: 31411YY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       1004 | PA      | $1026.73       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $6069070.33    | 0.08%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                                                                   | CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2017-A6 A6                              | CUSIP: 17305EGE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5880000 | PA      | $5765340.00    | 0.07%             | 2029-05-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                           | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     524000 | PA      | $505353.83     | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                        | DRYDEN 77 CLO LTD DRSLF 2020-77A BR                                               | CUSIP: 26252VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2910000 | PA      | $2764686.24    | 0.04%             | 2034-05-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BO6318                                                         | CUSIP: 3140K2AU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     282944 | PA      | $280202.62     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                                      | OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026                                    | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1592100.00    | 0.02%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5653                                                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     510599 | PA      | $513096.40     | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                           | IMPERIAL BRANDS FINANCE PLC 144A 4.250000% 07/21/2025                             | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    3165000 | PA      | $3021132.49    | 0.04%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 2.475000% 01/21/2028                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3269562.83    | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                                           | L3HARRIS TECHNOLOGIES INC 5.054000% 04/27/2045                                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     330000 | PA      | $302173.69     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                                    | MANHATTAN WEST OMW 2020-1MW A                                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2300000 | PA      | $1977085.06    | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FEDERAL HOME LOAN MORTGAGE CORP MTN ZERO COUPON 12/14/2029                        | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2887000 | PA      | $2170746.91    | 0.03%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA4 STACR 2022-DNA4 M1A                       | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     490713 | PA      | $487348.77     | 0.01%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                            | CONSTELLATION BRANDS INC 3.600000% 05/09/2024                                     | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     420000 | PA      | $411729.51     | 0.01%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS2363                                                         | CUSIP: 3140LCTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1147125 | PA      | $974452.76     | 0.01%             | 2035-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Export Finance and Insurance Corporation                                                              | EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027                         | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |    2742000 | PA      | $2778075.15    | 0.04%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                                  | DBJPM 16-C1 MORTGAGE TRUST DBJPM 2016-C1 B                                        | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1780000 | PA      | $1595312.90    | 0.02%             | 2049-05-10      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                         | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2410927.61    | 0.03%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP.                                                                           | BUNGE LTD FINANCE CORP 1.630000% 08/17/2025                                       | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     840000 | PA      | $764737.36     | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781798                                                       | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      31231 | PA      | $33282.16      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $157923.45     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                       | AVOLON HOLDINGS FUNDING LTD 144A 2.875000% 02/15/2025                             | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    1420000 | PA      | $1303593.85    | 0.02%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BS1728                                                      | CUSIP: 3617MB4M8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      92083 | PA      | $90511.92      | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     930890 | PA      | $833419.68     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA3560                                                        | CUSIP: 31339S5V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     192888 | PA      | $172185.88     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.400000% 04/01/2030                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     730000 | PA      | $667026.33     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY 3.737000% 04/24/2024                                               | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1797501.12    | 0.02%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 579433                                                       | CUSIP: 36201CV27<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      14962 | PA      | $14952.13      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2640000 | PA      | $2388688.10    | 0.03%             | 2038-08-10      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 2.550000% 05/28/2040                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $1891105.29    | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                                                                    | DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033                                 | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    3504000 | PA      | $2501403.84    | 0.03%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                               | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1176281.56    | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                                              | VOYA CLO 2018-3 LTD VOYA 2018-3A A1A                                              | CUSIP: 92917KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2810000 | PA      | $2760535.57    | 0.04%             | 2031-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 1.500000% 06/03/2030                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     540000 | PA      | $439028.53     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BF0560                                                         | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1241642 | PA      | $1038267.60    | 0.01%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                                                                     | REPUBLIC OF CHILE 4.340000% 03/07/2042                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     595000 | PA      | $507200.87     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                                                | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.200000% 04/22/2033                      | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2495447.56    | 0.03%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS4347                                                         | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      20139 | PA      | $19671.33      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                                                           | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4120000 | PA      | $3968546.62    | 0.05%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA7590                                                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    6181964 | PA      | $5623224.95    | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                     | CROWN CASTLE INC 3.300000% 07/01/2030                                             | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1110759.60    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 995724                                                         | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      10296 | PA      | $10827.28      | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0400                                                         | CUSIP: 3140XFNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4513528 | PA      | $4039164.04    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                                 | STARBUCKS CORP 3.350000% 03/12/2050                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     250000 | PA      | $181563.27     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.200000% 08/15/2034                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     570000 | PA      | $535565.03     | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL0069                                                         | CUSIP: 3138EGCF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      74925 | PA      | $76696.04      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     500000 | PA      | $469730.25     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-151 X1                  | CUSIP: 3137H9JJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   19000000 | PA      | $333923.10     | 0.00%             | 2032-10-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C02 1M2                         | CUSIP: 30711XCB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     973712 | PA      | $1004140.45    | 0.01%             | 2028-09-25      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM1386                                                         | CUSIP: 3140X4RG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |          0 | PA      | $0.02          | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                     | EATON CORP 7.625000% 04/01/2024                                                   | CUSIP: 278058AP7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     325000 | PA      | $337004.08     | 0.00%             | 2024-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                             | JGWPT XXXII LLC HENDR 2014-2A A                                                   | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1642618 | PA      | $1444463.26    | 0.02%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                                | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A                                    | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      10541 | PA      | $9591.72       | 0.00%             | 2034-05-25      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 464820                                                       | CUSIP: 36208YK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      26637 | PA      | $26925.57      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 4.400000% 11/26/2023                                 | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |     564000 | PA      | $559651.89     | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2110                                                         | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      89942 | PA      | $86850.26      | 0.00%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-82 Z                            | CUSIP: 38381HCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1313054 | PA      | $865822.21     | 0.01%             | 2064-02-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-8 SLMA 2008-8 B                                       | CUSIP: 78445GAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $1099199.06    | 0.01%             | 2075-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 11/15/2032                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   13300000 | PA      | $13819531.25   | 0.18%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 WFRBS 2014-C19 B                         | CUSIP: 92938VAT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     210000 | PA      | $200021.58     | 0.00%             | 2047-03-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                                 | LAS VEGAS SANDS CORP 2.900000% 06/25/2025                                         | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129272.82     | 0.00%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                          | MASSMUTUAL GLOBAL FUNDING II MTN 0.850000% 06/09/2023                             | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2172084.74    | 0.03%             | 2023-06-09      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                           | HUMANA INC 3.150000% 12/01/2022                                                   | CUSIP: 444859BA9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190000.00     | 0.00%             | 2022-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $8507141.10    | 0.11%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     128178 | PA      | $129122.30     | 0.00%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                                        | TEXAS INSTRUMENTS INC 4.150000% 05/15/2048                                        | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1108820.03    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1450                                                         | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2024758 | PA      | $1799110.57    | 0.02%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046                                   | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     270000 | PA      | $246491.79     | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 474720                                                       | CUSIP: 36209LK96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5348 | PA      | $5525.11       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                          | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2606000 | PA      | $2030528.75    | 0.03%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BL7728                                                      | CUSIP: 3617JLSR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |          0 | PA      | $0.02          | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5130                                                        | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     862211 | PA      | $705641.95     | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | FN 4.65 12/31/2052                                                                | CUSIP: 007T01030<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2000000 | PA      | $1964218.75    | 0.03%             | 2052-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 2.355000% 03/15/2032                                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     276000 | PA      | $221553.43     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     783000 | PA      | $598275.64     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                             | LIBERTY MUTUAL GROUP INC 144A 5.500000% 06/15/2052                                | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     709000 | PA      | $638304.01     | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.300000% 04/01/2027                                                 | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     310000 | PA      | $294166.96     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                                       | ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1                               | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     349410 | PA      | $308108.59     | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                             | CIM TRUST 2018-INV1 CIM 2018-INV1 A4                                              | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     135993 | PA      | $127380.78     | 0.00%             | 2048-08-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-43 BP                                                  | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     761452 | PA      | $668507.83     | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM3572                                                         | CUSIP: 3140X66J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     287785 | PA      | $286129.35     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 12/27/2022                                                | CUSIP: 912796ZA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7360000 | PA      | $7339322.52    | 0.10%             | 2022-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                    | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2511000 | PA      | $2403317.77    | 0.03%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 GMALT 2022-2 A4                      | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1802000 | PA      | $1749057.24    | 0.02%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                                                | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1260000 | PA      | $941471.12     | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                                     | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034            | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3252334.02    | 0.04%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8185000 | PA      | $7226552.87    | 0.09%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.125000% 05/15/2060                                       | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $62283.79      | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     410000 | PA      | $350764.54     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG U99084                                                   | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1139655 | PA      | $1141013.41    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.125000% 10/31/2027                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   24680000 | PA      | $24994284.50   | 0.32%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZM1348                                                        | CUSIP: 3131XUP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1762283 | PA      | $1594325.11    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                                                        | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   42325000 | NC      | $-2415392.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                 | ELEVANCE HEALTH INC 4.550000% 05/15/2052                                          | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     490000 | PA      | $435409.24     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD8112                                                        | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   12232971 | PA      | $9565099.22    | 0.12%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1023156.55    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781963                                                       | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      36130 | PA      | $37325.80      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Trustees of the University of Pennsylvania                                                        | TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA/THE 3.610000% 02/15/2119               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      43000 | PA      | $28783.43      | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA4703                                                        | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1591837 | PA      | $1330722.60    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1607632 | PA      | $1333624.06    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.300000% 04/01/2044                                           | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $51363.90      | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.572000% 02/11/2031                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     415000 | PA      | $347226.28     | 0.00%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                                     | PROGRESS RESIDENTIAL 2019-SFR4 TRUST PROG 2019-SFR4 A                             | CUSIP: 74331AAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2235000 | PA      | $2115469.74    | 0.03%             | 2036-10-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 4.080000% 04/19/2028                           | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |     720000 | PA      | $680456.28     | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 4.250000% 10/15/2030                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1271873.16    | 0.02%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                               | INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2037028.33    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV0541                                                         | CUSIP: 3140MDS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     508729 | PA      | $466260.34     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 2.450000% 02/15/2031                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1006718.57    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM7141                                                         | CUSIP: 3140XA5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     150775 | PA      | $146978.50     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                   | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $728388.69     | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA2678                                                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      75145 | PA      | $71047.73      | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                             | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     242000 | PA      | $179147.23     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                               | REPUBLIC SERVICES INC 2.500000% 08/15/2024                                        | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     680000 | PA      | $651878.50     | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AM8674                                                         | CUSIP: 3138L9T85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     250000 | PA      | $239333.27     | 0.00%             | 2025-04-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RB5134                                                        | CUSIP: 3133KYV30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     111700 | PA      | $91305.54      | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-101 CO                                                 | CUSIP: 3136AGZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1263614 | PA      | $968858.48     | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 5.250000% 11/15/2028                                              | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4936000 | PA      | $5292124.70    | 0.07%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.057000% 01/25/2033                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8560000 | PA      | $7035938.48    | 0.09%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AL3508                                                         | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     101352 | PA      | $99376.32      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                               | STRUCTURED ASSET SECURITIES CORP MOR CER SER 2003- SASC 2003-31A 2A7              | CUSIP: 86359A3E1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     962734 | PA      | $916744.02     | 0.01%             | 2033-10-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 4.600000% 09/01/2035                                          | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1933933.26    | 0.03%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                           | CONTINENTAL RESOURCES INC/OK 4.500000% 04/15/2023                                 | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     480000 | PA      | $477936.00     | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment S.A.                                                                          | SCHLUMBERGER INVESTMENT SA 3.650000% 12/01/2023                                   | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | NUSS              | US        |     100000 | PA      | $98736.62      | 0.00%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| XILINX, INC.                                                                                          | XILINX INC 2.375000% 06/01/2030                                                   | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     626000 | PA      | $532495.90     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                           | PRKCM 2021-AFC1 TRUST PRKCM 2021-AFC1 A1                                          | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1256165 | PA      | $999821.13     | 0.01%             | 2056-08-25      | Floating      | 1.51%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                     | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1                       | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1270000 | PA      | $1225766.66    | 0.02%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                    | ALTRIA GROUP INC 5.800000% 02/14/2039                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $987340.27     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU 3.000000% 01/15/2034                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     556000 | PA      | $448451.56     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                                  | GLOBAL PAYMENTS INC 4.950000% 08/15/2027                                          | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3388784.17    | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                                         | SUN COMMUNITIES OPERATING LP 2.300000% 11/01/2028                                 | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     703000 | PA      | $578340.76     | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 2.871000% 04/19/2032                                          | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    2350000 | PA      | $1855026.69    | 0.02%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA7683                                                        | CUSIP: 3133KPRC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    4667540 | PA      | $4651514.95    | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.375000% 05/15/2051                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8310000 | PA      | $6179913.32    | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 2.125000% 03/01/2030                                          | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     420000 | PA      | $356433.21     | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                                                        | ECOPETROL SA 5.875000% 05/28/2045                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    3400000 | PA      | $2341104.00    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                            | NAVIENT STUDENT LOAN TRUST 2014-4 NAVSL 2014-4 A                                  | CUSIP: 63938QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2187132 | PA      | $2117015.09    | 0.03%             | 2083-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 429784                                                       | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11613 | PA      | $12310.13      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | IMM EURO$ FUT OPT Dec22C  96.5 SHORT                                              | CUSIP: 00MTNJ4C7<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -364 | NC      | $-2275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                                             | VISA INC 3.150000% 12/14/2025                                                     | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     420000 | PA      | $404465.57     | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-128 IO                          | CUSIP: 38379UN36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3625467 | PA      | $127659.96     | 0.00%             | 2056-09-16      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                 | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5                                 | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      96960 | PA      | $94800.83      | 0.00%             | 2034-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                                            | NIKE INC 2.850000% 03/27/2030                                                     | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     650000 | PA      | $584091.25     | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 2.600000% 02/15/2033                                            | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $898421.13     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                                                        | US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST 5.900000% 10/01/2024                 | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19796 | PA      | $19108.74      | 0.00%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                               | ASTRAZENECA FINANCE LLC 1.750000% 05/28/2028                                      | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |    2579000 | PA      | $2242459.02    | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80421000 | PA      | $56106213.28   | 0.73%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD0231                                                        | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6510501 | PA      | $5851398.13    | 0.08%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1112192 | PA      | $1000409.31    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 1.650000% 02/01/2028                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2455210.50    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                             | DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     250000 | PA      | $211004.31     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM6898                                                         | CUSIP: 3140JBUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     518188 | PA      | $429960.39     | 0.01%             | 2032-02-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033                                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     700000 | PA      | $663374.85     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                              | BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1915000 | PA      | $1700444.36    | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     221000 | PA      | $192442.53     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2263591 | PA      | $2066667.37    | 0.03%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 1G1386                                               | CUSIP: 3128QJRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      46035 | PA      | $45649.33      | 0.00%             | 2036-12-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    2097000 | PA      | $1815984.78    | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                | REYNOLDS AMERICAN INC 5.850000% 08/15/2045                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    4055000 | PA      | $3546052.04    | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                  | MITSUBISHI UFJ FINANCIAL GROUP INC 5.354000% 09/13/2028                           | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    1969000 | PA      | $1959259.49    | 0.03%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZS9316                                                        | CUSIP: 3132AAK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     617342 | PA      | $593841.90     | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                            | AMGEN INC 4.050000% 08/18/2029                                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1824406.42    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS5808                                                         | CUSIP: 3140LGN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $95461.48      | 0.00%             | 2032-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                              | TSMC ARIZONA CORP 1.750000% 10/25/2026                                            | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |     750000 | PA      | $666159.05     | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                          | BARCLAYS PLC 4.375000% 01/12/2026                                                 | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    4430000 | PA      | $4260585.77    | 0.06%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS6340                                                         | CUSIP: 3138WGBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     222448 | PA      | $208333.63     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 4.500000% 05/15/2035                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2510857.17    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                     | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2708835.93    | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2012-74 SA                                                  | CUSIP: 3136A65Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     312536 | PA      | $20141.94      | 0.00%             | 2042-03-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                                   | COTERRA ENERGY INC 144A 4.375000% 03/15/2029                                      | CUSIP: 127097AH6<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1752544.45    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO 2.188000% 04/30/2026                                             | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1192185.06    | 0.02%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR7562                                                         | CUSIP: 3140L6ML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2008179 | PA      | $1568689.12    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 745000                                                         | CUSIP: 31403CUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      41313 | PA      | $43059.28      | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                                                                | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-8 BOAA 2006-8 3A1                     | CUSIP: 06050AAL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       6169 | PA      | $4242.01       | 0.00%             | 2021-11-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 794717                                                         | CUSIP: 31405N4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      52717 | PA      | $53853.64      | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ6913                                                         | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11655625 | PA      | $9619927.26    | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                      | PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $62777.58      | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                                     | CIGNA CORP 4.800000% 08/15/2038                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1208609.78    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     623313 | PA      | $589755.86     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-124 SB                                                 | CUSIP: 3136AHGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     302540 | PA      | $29069.67      | 0.00%             | 2043-12-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 434223                                                       | CUSIP: 36207KLC2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       1046 | PA      | $1078.48       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 587285                                                       | CUSIP: 36201MNA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      20692 | PA      | $20679.72      | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS2514                                                         | CUSIP: 3138WBYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100228 | PA      | $100481.94     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $1045430.82    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2929                                                         | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2536931 | PA      | $2249367.71    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                           | AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031                                | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2069953.04    | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2021-3 QI                                                   | CUSIP: 3136BDR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2154809 | PA      | $324450.21     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QA7477                                                        | CUSIP: 3133A2JW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      66179 | PA      | $59462.17      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                       | NELNET STUDENT LOAN TRUST 2004-3 NSLT 2004-3 A5                                   | CUSIP: 64031QBC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     661917 | PA      | $640104.85     | 0.01%             | 2036-10-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K146 A2                   | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3784000 | PA      | $3359497.26    | 0.04%             | 2054-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3401363.83    | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1               | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      33097 | PA      | $30258.22      | 0.00%             | 2033-06-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REMICS FHR 5012 BI                                                    | CUSIP: 3137FW5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    6977094 | PA      | $1255447.92    | 0.02%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     289853 | PA      | $280824.98     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1496                                                        | CUSIP: 3132DNUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1986312 | PA      | $1977881.27    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                                      | PRINCIPAL LIFE GLOBAL FUNDING II 144A 2.250000% 11/21/2024                        | CUSIP: 74256LBJ7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2776363.16    | 0.04%             | 2024-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS6562                                                         | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     165259 | PA      | $154754.95     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73420000 | PA      | $48689505.29   | 0.63%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9597                                                         | CUSIP: 3140XDUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2111843 | PA      | $1882437.47    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0225                                                         | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1067584 | PA      | $886258.67     | 0.01%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.500000% 11/16/2026                                  | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2301849.50    | 0.03%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA5818                                                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     203536 | PA      | $201740.85     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                             | MASTR ALTERNATIVE LOAN TRUST 2004-4 MALT 2004-4 1A1                               | CUSIP: 576434PX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     159574 | PA      | $150922.67     | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BH8063                                                         | CUSIP: 3140GW5Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     756749 | PA      | $707322.34     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                                  | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     705000 | PA      | $469199.61     | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.150000% 10/29/2023           | CUSIP: 00774MAT2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    4372000 | PA      | $4177985.90    | 0.05%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                 | REPUBLIC OF COLOMBIA 5.200000% 05/15/2049                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3500000 | PA      | $2315506.06    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION, LLC                                                             | MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A 4.100000% 05/15/2028                | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $179197.52     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C91149                                                   | CUSIP: 3128P7H22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      21992 | PA      | $22508.89      | 0.00%             | 2028-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 841083                                               | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     737067 | PA      | $711430.18     | 0.01%             | 2049-05-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                   | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1340000 | PA      | $1294079.67    | 0.02%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                                    | CANADIAN NATURAL RESOURCES LTD 6.450000% 06/30/2033                               | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |     200000 | PA      | $206676.42     | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS0070                                                         | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     167533 | PA      | $161432.19     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                    | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026                      | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4172616.31    | 0.05%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 781650                                                       | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      23348 | PA      | $24874.94      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                                        | CSMC TRUST 2016-NXSR CSMC 2016-NXSR A4                                            | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1425000 | PA      | $1337241.66    | 0.02%             | 2049-12-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     728000 | PA      | $577482.75     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 723248                                                       | CUSIP: 3620A9P96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     172452 | PA      | $177529.12     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD1093                                                        | CUSIP: 3132DNGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    3838789 | PA      | $3208750.38    | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 4.200000% 04/01/2050                                          | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1068154.30    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-H09 AF                          | CUSIP: 38375BLE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     408137 | PA      | $404764.47     | 0.01%             | 2061-03-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                   | ABBOTT LABORATORIES 4.750000% 11/30/2036                                          | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     440000 | PA      | $442187.22     | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                                    | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                          | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2105836 | PA      | $1637430.82    | 0.02%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 641546                                                         | CUSIP: 31390BWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       8180 | PA      | $8347.37       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO VARIABLE RATE 02/01/2027                                      | CUSIP: 31945HAB1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2528407.36    | 0.03%             | 2027-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                               | WALT DISNEY CO/THE 4.625000% 03/23/2040                                           | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2269929.12    | 0.03%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 500941                                                       | CUSIP: 36210SP28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        196 | PA      | $196.10        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                 | GILEAD SCIENCES INC 4.750000% 03/01/2046                                          | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36791.70      | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                               | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    2750000 | PA      | $2174480.96    | 0.03%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3384                                                         | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     546174 | PA      | $526313.35     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2208                                                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     250930 | PA      | $248694.43     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA1711                                                         | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     261709 | PA      | $259746.92     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 579750                                                       | CUSIP: 36201DBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       2989 | PA      | $3185.66       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                  | BA CREDIT CARD TRUST BACCT 2022-A2 A2                                             | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2388000 | PA      | $2390850.79    | 0.03%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                                          | ARES XLII CLO LTD ARES 2017-42A BR                                                | CUSIP: 04016LAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1950620.00    | 0.03%             | 2028-01-22      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR RA6147                                                        | CUSIP: 3133KMZL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1719809 | PA      | $1629678.90    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZM4136                                                        | CUSIP: 3131XXSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     554492 | PA      | $520033.66     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2              | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     975000 | PA      | $816337.18     | 0.01%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2015-LC23 MORTGAGE TRUST COMM 2015-LC23 A3                                   | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     804000 | PA      | $760397.95     | 0.01%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 2.992000% 03/19/2025                                             | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1859499.88    | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-107 AD                          | CUSIP: 38378KYP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     350835 | PA      | $320344.42     | 0.00%             | 2047-11-16      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2                                | CUSIP: 466247NV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       6941 | PA      | $6775.40       | 0.00%             | 2035-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                  | HOME DEPOT INC/THE 4.500000% 09/15/2032                                           | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1526247.09    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                                      | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025                   | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |    1330000 | PA      | $1295689.91    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                            | DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1159634.15    | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 3.984000% 09/25/2050                                             | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    1035000 | PA      | $699679.94     | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     320000 | PA      | $216841.58     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                                                    | ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR                                    | CUSIP: 77341GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4851885.00    | 0.06%             | 2032-08-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2022-11 A                                                   | CUSIP: 3136BMEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4374841 | PA      | $3956224.26    | 0.05%             | 2047-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR7 A7               | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      37245 | PA      | $33682.60      | 0.00%             | 2033-08-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD1954                                                        | CUSIP: 3133AYE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     189748 | PA      | $168298.51     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2003-4 SLMA 2003-4 A5D                                     | CUSIP: 78442GGG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     710342 | PA      | $701678.52     | 0.01%             | 2033-03-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-2 SDART 2021-2 C                      | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1730000 | PA      | $1682519.63    | 0.02%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2749                                                         | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     344050 | PA      | $312581.12     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                      | COMISION FEDERAL DE ELECTRICIDAD 144A 4.875000% 01/15/2024                        | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $295803.00     | 0.00%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784674                                                      | CUSIP: 3622AACK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3381627 | PA      | $3216864.21    | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C17 WFRBS 2013-C17 A4                        | CUSIP: 92938GAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     120000 | PA      | $117603.11     | 0.00%             | 2046-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                                                      | DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048                        | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |    2790000 | PA      | $2521172.34    | 0.03%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG C00320                                                   | CUSIP: 31292GK96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        213 | PA      | $213.06        | 0.00%             | 2024-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                               | RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1                                       | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     201902 | PA      | $174198.68     | 0.00%             | 2045-09-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                               | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C HALST 2022-C A4                    | CUSIP: 448978AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2293000 | PA      | $2261751.45    | 0.03%             | 2026-08-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                    | T-MOBILE USA INC 2.875000% 02/15/2031                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     333000 | PA      | $278221.33     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 253644                                                         | CUSIP: 31371JWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       2162 | PA      | $2300.32       | 0.00%             | 2031-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.375000% 10/31/2024                                              | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    3851000 | PA      | $3850097.40    | 0.05%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRK - DEUTSCHE BANK                                                                                   | Credit Default Swap                                                               | CUSIP: CDS285507<br>LEI: N/A                  | N/A              | DCR              |  | XX        | -435140000 | NC      | $4634066.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                             | BAXTER INTERNATIONAL INC 3.950000% 04/01/2030                                     | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     890000 | PA      | $819244.44     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6418                                                         | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     168522 | PA      | $141140.79     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-2A A                          | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3473000 | PA      | $2982092.84    | 0.04%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                          | WILLIAMS COS INC/THE 5.100000% 09/15/2045                                         | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     670000 | PA      | $599257.92     | 0.01%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2518661.28    | 0.03%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 1.500000% 02/15/2031                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4045961.74    | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3332                                                         | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     287874 | PA      | $268285.17     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G16728                                                   | CUSIP: 3128MFVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2314684 | PA      | $2188370.97    | 0.03%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 2.206000% 08/17/2029                                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    3735000 | PA      | $3018407.79    | 0.04%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                     | EVERSOURCE ENERGY 3.375000% 03/01/2032                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     274000 | PA      | $240045.62     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS6103                                                         | CUSIP: 3140LGX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      99575 | PA      | $96901.63      | 0.00%             | 2032-07-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                          | WALMART INC 1.800000% 09/22/2031                                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     200000 | PA      | $165152.14     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 3.750000% 07/15/2025                                       | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     330000 | PA      | $324012.78     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     337968 | PA      | $349519.80     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                               | EXXON MOBIL CORP 4.327000% 03/19/2050                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90126.49      | 0.00%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BS5955                                                         | CUSIP: 3140LGTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $94887.05      | 0.00%             | 2032-06-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                                         | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1030000 | PA      | $988800.00     | 0.01%             | 2041-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4445                                                         | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    7003408 | PA      | $5794582.99    | 0.08%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $97368.53      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                                            | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875000% 09/23/2023                   | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | NUSS              | US        |    1275000 | PA      | $1250760.92    | 0.02%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033                                | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |     710000 | PA      | $608124.70     | 0.01%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    3000000 | PA      | $2390909.04    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-9 SLMA 2008-9 A                                       | CUSIP: 78445JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2466539 | PA      | $2436535.73    | 0.03%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                   | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     916000 | PA      | $579495.66     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4152                                                         | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2196437 | PA      | $1893145.40    | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM9593                                                         | CUSIP: 3140XDUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1871291 | PA      | $1678153.56    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                                              | GPMT 2021-FL3 LTD GPMT 2021-FL3 A                                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1325416 | PA      | $1294290.82    | 0.02%             | 2035-07-16      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4652                                                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     547911 | PA      | $515917.70     | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.016000% 12/03/2029                                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1261428.00    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                                                        | HOME PARTNERS OF AMERICA 2019-2 TRUST HPA 2019-2 A                                | CUSIP: 43732TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3194395 | PA      | $2769783.53    | 0.04%             | 2039-10-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY                                            | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418000% 11/15/2035             | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | NUSS              | US        |     574000 | PA      | $541771.41     | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | TREASURY BILL 0.000000% 03/28/2023                                                | CUSIP: 912796Z85<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15660000 | PA      | $15438352.28   | 0.20%             | 2023-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BU7120                                                         | CUSIP: 3140M84E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1533928 | PA      | $1360523.37    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FM6134                                                         | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     532937 | PA      | $498522.08     | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                                     | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     800000 | PA      | $816214.14     | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1204                                                         | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1284242 | PA      | $1160497.53    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QE1492                                                        | CUSIP: 3133BAUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      94821 | PA      | $87645.46      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2243000 | PA      | $1962168.03    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3053000 | PA      | $2398470.60    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.000000% 11/15/2026                                              | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   10991000 | PA      | $10208320.56   | 0.13%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                              | BX TRUST 2019-OC11 BX 2019-OC11 A                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     995000 | PA      | $838276.85     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-101 BO                                                 | CUSIP: 3136AGZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     584555 | PA      | $450253.09     | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 3.500000% 01/23/2025                                  | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145848.15     | 0.00%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                             | ESSENTIAL UTILITIES INC 4.276000% 05/01/2049                                      | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2212949.50    | 0.03%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 3.557000% 08/15/2027                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    2435000 | PA      | $2221056.25    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                | STANDARD CHARTERED PLC 144A 5.200000% 01/26/2024                                  | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     410000 | PA      | $405465.40     | 0.01%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                              | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 0.875000% 11/22/2023                 | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    2420000 | PA      | $2316166.71    | 0.03%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                    | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      15532 | PA      | $14310.34      | 0.00%             | 2037-02-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K736 X1                   | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     970287 | PA      | $35807.20      | 0.00%             | 2026-07-25      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BQ7047                                                         | CUSIP: 3140KSZM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1991307 | PA      | $1691580.18    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                                     | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2641236 | PA      | $2265629.49    | 0.03%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRK- MORGAN STANLEY                                                                                   | BRK- MORGAN STANLEY PAY- 2.6% FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   10104000 | NC      | $1037971.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                                      | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3725000 | PA      | $3755122.21    | 0.05%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                              | ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A3                                    | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     802691 | PA      | $624645.26     | 0.01%             | 2066-10-25      | Floating      | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 485974                                                       | CUSIP: 36209Y2F4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       3862 | PA      | $3956.91       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                  | VICI PROPERTIES LP 5.125000% 05/15/2032                                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2241843.90    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BE4223                                                         | CUSIP: 3140FPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     738686 | PA      | $690209.81     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                                    | REPUBLIC OF PERU 3.600000% 01/15/2072                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     430000 | PA      | $285298.35     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 WFRBS 2013-C12 XA                        | CUSIP: 92937FAJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1681839 | PA      | $38.68         | 0.00%             | 2048-03-15      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BT4361                                                         | CUSIP: 3140LSZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1238434 | PA      | $1150501.68    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 840698                                               | CUSIP: 31347AX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     502664 | PA      | $477525.88     | 0.01%             | 2047-03-01      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                                       | WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024           | CUSIP: 92890HAC6<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | FR        |    1370000 | PA      | $1297887.98    | 0.02%             | 2024-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0408                                                         | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     365314 | PA      | $327833.89     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                     | HSBC HOLDINGS PLC 1.645000% 04/18/2026                                            | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     290000 | PA      | $260588.00     | 0.00%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP9158                                                         | CUSIP: 3140KHE80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     686987 | PA      | $613935.51     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                                 | QUALCOMM INC 1.650000% 05/20/2032                                                 | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     119000 | PA      | $92573.95      | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1690543.75    | 0.02%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                  | JPMORGAN CHASE & CO 1.514000% 06/01/2024                                          | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2089949.63    | 0.03%             | 2024-06-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2642                                                         | CUSIP: 3140Q95C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     485245 | PA      | $481071.73     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                              | AMERICAN EXPRESS CO 2.550000% 03/04/2027                                          | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2279703.46    | 0.03%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 4.150000% 04/15/2032                                            | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $968923.25     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BF9523                                                      | CUSIP: 3617GGSL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     345891 | PA      | $332422.43     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                                 | BANCO SANTANDER SA 2.749000% 12/03/2030                                           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |     550000 | PA      | $411512.92     | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA4587                                                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     306727 | PA      | $297169.22     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                                     | PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1283805.75    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                                    | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 MSM 2004-3 4A                           | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      67278 | PA      | $64467.97      | 0.00%             | 2034-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BV3167                                                         | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      97664 | PA      | $90273.87      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                        | MORGAN STANLEY MTN 3.591000% 07/22/2028                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $249216.41     | 0.00%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                   | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1354814.20    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                 | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1598000 | PA      | $1454857.95    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B                                       | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1155000 | PA      | $948580.48     | 0.01%             | 2083-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     767000 | PA      | $532752.59     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                  | ROCHE HOLDINGS INC 144A 2.076000% 12/13/2031                                      | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    2784000 | PA      | $2299138.39    | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-2 A                       | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3909000 | PA      | $3778056.71    | 0.05%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING 2                                                                          | DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 C                                   | CUSIP: 257812AF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1990000 | PA      | $1850062.01    | 0.02%             | 2034-12-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                        | SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX                       | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     249020 | PA      | $223226.86     | 0.00%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                    | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     130000 | PA      | $111564.64     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                                           | PARKER-HANNIFIN CORP 2.700000% 06/14/2024                                         | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     830000 | PA      | $797722.98     | 0.01%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2006-46 SW                                                  | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      27177 | PA      | $30312.84      | 0.00%             | 2036-06-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                            | COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033                                | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    2580000 | PA      | $2209805.24    | 0.03%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67711                                                   | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2766870 | PA      | $2687611.55    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                  | DTE ELECTRIC CO 2.950000% 03/01/2050                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $876871.11     | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                                 | TAKEDA PHARMACEUTICAL CO LTD 2.050000% 03/31/2030                                 | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    2118000 | PA      | $1744407.10    | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B                       | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1010000 | PA      | $948773.80     | 0.01%             | 2042-02-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 IH                          | CUSIP: 38382KG64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     337958 | PA      | $49488.63      | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SC0319                                                        | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2501568 | PA      | $2137455.49    | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2806                                                         | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3101401 | PA      | $2796530.07    | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                   | 3 MONTH SOFR FUT  JUN23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          4 | NC      | $950850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC 3.100000% 01/12/2032                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     788000 | PA      | $632150.28     | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS0896                                                         | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3709636 | PA      | $3329194.50    | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 4.400000% 08/14/2028                                          | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    1420000 | PA      | $1334788.40    | 0.02%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                            | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1                                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5133673 | PA      | $4096150.66    | 0.05%             | 2066-09-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 492211                                                       | CUSIP: 36210GYG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      10403 | PA      | $10727.00      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                | CVS HEALTH CORP 4.300000% 03/25/2028                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     473000 | PA      | $459810.87     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                        | BNP PARIBAS SA 144A 3.375000% 01/09/2025                                          | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     420000 | PA      | $403645.42     | 0.01%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5                  | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4120000 | PA      | $3557781.92    | 0.05%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                         | FORD MOTOR CREDIT CO LLC 3.096000% 05/04/2023                                     | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197274.90     | 0.00%             | 2023-05-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZS8673                                                        | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     116255 | PA      | $111189.74     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A A                                   | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4185000 | PA      | $3828132.50    | 0.05%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                | MCDONALD'S CORP MTN 4.200000% 04/01/2050                                          | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1503961.25    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC NON GOLD POOL FH 8C0372                                               | CUSIP: 3142BAMV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     741433 | PA      | $714658.98     | 0.01%             | 2052-09-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA5370                                                         | CUSIP: 3140QC6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1530103 | PA      | $1462695.71    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 IL                          | CUSIP: 38382HS35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     318601 | PA      | $45276.51      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                   | INTESA SANPAOLO SPA 144A 3.375000% 01/12/2023                                     | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |     490000 | PA      | $488569.49     | 0.01%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CB2344                                                         | CUSIP: 3140QMTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    6949116 | PA      | $5821394.75    | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                            | TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032                                | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    1590000 | PA      | $1520932.85    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                   | RATE MORTGAGE TRUST 2021-J1 RATE 2021-J1 A7                                       | CUSIP: 75409JAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     893303 | PA      | $764145.78     | 0.01%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                                            | ESSENTIAL PROPERTIES LP 2.950000% 07/15/2031                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $1884011.47    | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA2138                                                         | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      46367 | PA      | $44773.24      | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6                                      | CUSIP: 78443HAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3511862 | PA      | $3270187.20    | 0.04%             | 2041-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 VI                          | CUSIP: 38382KS87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     494581 | PA      | $68977.22      | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                                             | STORE CAPITAL CORP 4.500000% 03/15/2028                                           | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1711049.76    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G67706                                                   | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2574052 | PA      | $2409079.66    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                              | GS MORTGAGE SECURITIES CORP II GSMS 2018-SRP5 A                                   | CUSIP: 36255TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    3449739 | PA      | $2877425.95    | 0.04%             | 2031-09-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAZOS STUDENT LOAN FINANCE CORPORATION                                                               | BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA 2011-1 A2                             | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      79675 | PA      | $79566.29      | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                          | NORTHROP GRUMMAN CORP 3.850000% 04/15/2045                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     350000 | PA      | $288259.59     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA4585                                                         | CUSIP: 3140QCCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1075084 | PA      | $1084142.33    | 0.01%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR7744                                                         | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     163825 | PA      | $137205.28     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR ZN6298                                                        | CUSIP: 3131YC7K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      78889 | PA      | $75861.92      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 535095                                                         | CUSIP: 31384VNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       5665 | PA      | $5940.10       | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                      | AMAZON.COM INC 3.600000% 04/13/2032                                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2105951.67    | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2465767 | PA      | $2094650.13    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global, Ltd.                                                                                     | TSMC GLOBAL LTD 144A 1.375000% 09/28/2030                                         | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | NUSS              | TW        |    4320000 | PA      | $3313791.09    | 0.04%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                    | BOEING CO/THE 2.800000% 03/01/2027                                                | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     280000 | PA      | $253503.25     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                 | WELLS FARGO & CO MTN 2.879000% 10/30/2030                                         | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     580000 | PA      | $498783.20     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                         | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2208415.93    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS2975                                                         | CUSIP: 3140XJJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2032943 | PA      | $1726983.99    | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 785360                                                      | CUSIP: 3622AAZZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     637970 | PA      | $527336.65     | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SC0269                                                        | CUSIP: 3132D9JN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     378135 | PA      | $325907.93     | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030                           | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     300000 | PA      | $277053.53     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                  | BANK 2019-BNK23 BANK 2019-BN23 A3                                                 | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     165000 | PA      | $143466.05     | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                    | EXELON CORP 3.950000% 06/15/2025                                                  | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $999102.99     | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                             | KRAFT HEINZ FOODS CO 5.000000% 06/04/2042                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1484898.93    | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QC0885                                                        | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      86561 | PA      | $72656.17      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                                     | PROGRESS RESIDENTIAL 2019-SFR3 TRUST PROG 2019-SFR3 A                             | CUSIP: 74332WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2653369 | PA      | $2508312.35    | 0.03%             | 2036-09-17      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 506486                                                       | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        601 | PA      | $619.41        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                         | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 UBSCM 2018-C11 B                           | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1750000 | PA      | $1559526.50    | 0.02%             | 2051-06-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                    | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1431000 | PA      | $1376070.92    | 0.02%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35540000 | PA      | $19824656.25   | 0.26%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                          | FORD CREDIT AUTO LEASE TRUST 2022-A FORDL 2022-A A4                               | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1567000 | PA      | $1520291.49    | 0.02%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028           | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     421000 | PA      | $384137.96     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                     | JOHNSON & JOHNSON 0.950000% 09/01/2027                                            | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     990000 | PA      | $860933.92     | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.250000% 04/15/2029                                           | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $223750.97     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                    | ENERGY TRANSFER LP 5.250000% 04/15/2029                                           | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1804600.23    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 434177                                                       | CUSIP: 36207KJW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        567 | PA      | $586.08        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1355637.30    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                 | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A1                     | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     208239 | PA      | $190662.64     | 0.00%             | 2047-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BM5178                                                         | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     589207 | PA      | $588756.61     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 4.250000% 09/30/2024                                              | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   40940000 | PA      | $40816860.26   | 0.53%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC GOLD POOL FG G06875                                                   | CUSIP: 3128M86L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      17975 | PA      | $18887.04      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1565717 | PA      | $1398532.45    | 0.02%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                              | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     180000 | PA      | $171626.83     | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K144 A2                   | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    9250000 | PA      | $7882586.38    | 0.10%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                               | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2110000 | PA      | $2015514.20    | 0.03%             | 2036-10-16      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BRK: BANK OF AMERICA                                                                                  | BRK: BANK OF AMERICA PAY: Secured Overnight Financing?Rate?(SOFR)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   26165000 | NC      | $3194292.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                                          | VIATRIS INC 4.000000% 06/22/2050                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $946316.87     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                 | ATHENE GLOBAL FUNDING 144A 1.985000% 08/19/2028                                   | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2138769.16    | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 BI3167                                                      | CUSIP: 3617HCQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      64515 | PA      | $64854.64      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                           | PFIZER INC 2.625000% 04/01/2030                                                   | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     720000 | PA      | $638675.84     | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2651180 | PA      | $2289559.72    | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2019-45 PA                                                  | CUSIP: 3136B5RG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     450920 | PA      | $413704.36     | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1493901 | PA      | $1427982.25    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2431525 | PA      | $2351522.35    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-85 HS                           | CUSIP: 38374YVW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      32140 | PA      | $405.13        | 0.00%             | 2040-01-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                            | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3              | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     485000 | PA      | $448468.10     | 0.01%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 535879                                                       | CUSIP: 36212KJY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      11862 | PA      | $12254.20      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 3.700000% 03/22/2061                                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     900000 | PA      | $646274.84     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2017-85 SC                                                  | CUSIP: 3136AYSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     381836 | PA      | $34392.06      | 0.00%             | 2047-11-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                    | DTE ENERGY CO 1.050000% 06/01/2025                                                | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     652000 | PA      | $590756.73     | 0.01%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                        | REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031                                     | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     680000 | PA      | $679052.54     | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AW9453                                                         | CUSIP: 3138XZQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     327636 | PA      | $308035.31     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3937                                                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     454383 | PA      | $430148.85     | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 589026                                                       | CUSIP: 36201PLF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        380 | PA      | $392.46        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QD1536                                                        | CUSIP: 3133AXV58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2866589 | PA      | $2559221.85    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, L.P.                                                                       | REXFORD INDUSTRIAL REALTY LP 2.150000% 09/01/2031                                 | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     378000 | PA      | $291845.70     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 3.125000% 08/31/2029                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     124000 | PA      | $119277.34     | 0.00%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BP1662                                                         | CUSIP: 3140K8Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      44924 | PA      | $41538.47      | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                     | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2030                        | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $954283.00     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE INTEREST STRIP FNS 409 C22                                             | CUSIP: 3136FLFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     345955 | PA      | $69829.38      | 0.00%             | 2039-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                                                                | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     158000 | PA      | $158007.32     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 MA3803                                                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     170008 | PA      | $160527.77     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS1557                                                         | CUSIP: 3140XGWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4579601 | PA      | $4267083.76    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    4442587 | PA      | $3670135.45    | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR2643                                                         | CUSIP: 3140L05D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     375221 | PA      | $312859.63     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR SD7503                                                        | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2559575 | PA      | $2387405.88    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                               | ROYAL BANK OF CANADA MTN 1.600000% 04/17/2023                                     | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    1170000 | PA      | $1156083.68    | 0.01%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                              | STEWART INFORMATION SERVICES CORP 3.600000% 11/15/2031                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     986000 | PA      | $764130.83     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                           | FREDDIE MAC POOL FR QB9087                                                        | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1595553 | PA      | $1333339.25    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST                                                                          | MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO                             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       5592 | PA      | $3412.19       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN 937300                                                         | CUSIP: 31412WX50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       3880 | PA      | $4068.28       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                            | AMERICAN TOWER CORP 3.650000% 03/15/2027                                          | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1010001.18    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    4038801 | PA      | $3819033.40    | 0.05%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 1A1B            | CUSIP: 92925DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      93124 | PA      | $77394.33      | 0.00%             | 2046-12-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                            | GINNIE MAE II POOL G2 784106                                                      | CUSIP: 3622A2R38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     141429 | PA      | $134024.91     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                             | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1696919.91    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN FS3009                                                         | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1105783 | PA      | $944846.50     | 0.01%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                                                          | ADVANCED MICRO DEVICES INC 3.924000% 06/01/2032                                   | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2220547.76    | 0.03%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                | SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6A                                    | CUSIP: 78442GLK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    2940830 | PA      | $2767306.48    | 0.04%             | 2064-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2006-33 LS                                                  | CUSIP: 31395DKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      34845 | PA      | $40492.27      | 0.00%             | 2036-05-25      | Floating      | 12.08%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN CA2199                                                         | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     122393 | PA      | $121390.07     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                             | BAT CAPITAL CORP 5.650000% 03/16/2052                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $1963653.80    | 0.03%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2016-37 MJ                                                  | CUSIP: 3136ASQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     114162 | PA      | $111753.85     | 0.00%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE REMICS FNR 2013-26 HI                                                  | CUSIP: 3136ADXW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      50075 | PA      | $1390.00       | 0.00%             | 2032-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN BR4035                                                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     424482 | PA      | $351678.91     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST                                                         | BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2006 BAYV 2006-A M3                 | CUSIP: 07325NDA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     297759 | PA      | $296184.02     | 0.00%             | 2041-02-28      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                   | COMM 2013-CCRE11 MORTGAGE TRUST COMM 2013-CR11 A4                                 | CUSIP: 12626LAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    5928000 | PA      | $5854023.90    | 0.08%             | 2050-08-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                         | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1368678.58    | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                                   | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1600000 | PA      | $1438846.88    | 0.02%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                        | CITIGROUP INC 3.352000% 04/24/2025                                                | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3481289.75    | 0.05%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                              | CELANESE US HOLDINGS LLC 6.379000% 07/15/2032                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1699224.18    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES, INC.                                                                                   | EOG RESOURCES INC 4.950000% 04/15/2050                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1696422.22    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                       | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 XA                        | CUSIP: 92939FBA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   10276172 | PA      | $138713.94     | 0.00%             | 2047-08-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                            | J.P. MORGAN MORTGAGE TRUST 2021-14 JPMMT 2021-14 A3                               | CUSIP: 46653QAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   11319898 | PA      | $9142583.32    | 0.12%             | 2052-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                 | AIR LEASE CORP 3.250000% 03/01/2025                                               | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     525000 | PA      | $497655.32     | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                   | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |      60000 | PA      | $54934.37      | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GINNIE MAE I POOL GN 559461                                                       | CUSIP: 36213NQN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        579 | PA      | $602.14        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                 | FANNIE MAE POOL FN AS0861                                                         | CUSIP: 3138W95X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      94646 | PA      | $94885.40      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                              | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32163000 | PA      | $23226460.28   | 0.30%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                               | HYUNDAI CAPITAL AMERICA MTN 2.000000% 06/15/2028                                  | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     728000 | PA      | $589257.69     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                       | INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052                                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     270000 | PA      | $259782.80     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                | LOWE'S COS INC 2.500000% 04/15/2026                                               | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     260000 | PA      | $243860.90     | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                       | HERTZ VEHICLE FINANCING LLC HERTZ 2022-4A A                                       | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1930000 | PA      | $1825207.18    | 0.02%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                           | VERIZON COMMUNICATIONS INC 4.125000% 08/15/2046                                   | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     430000 | PA      | $351253.21     | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                               | REPUBLIC SERVICES INC 2.500000% 08/15/2024                                        | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1298963.77    | 0.02%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                             | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                   | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1646374 | PA      | $1534832.37    | 0.02%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                       | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2561877.83    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-37 IO                           | CUSIP: 38380RWG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2902258 | PA      | $170458.93     | 0.00%             | 2061-01-16      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO