# EDGAR Filing Document

**Accession Number:** 0001303608
**File Stem:** 0002071691-25-004181
**Filing Date:** 2025-10
**Character Count:** 1189726
**Document Hash:** 23c1f84ff80a9b1a04ce8a60bf3579e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004181.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Institutional Trust
- **CENTRAL INDEX KEY:** 0001303608

**ORGANIZATION NAME:**
- **EIN:** 201491791
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21638
- **FILM NUMBER:** 251429201

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

## Series and Classes Contracts Data

### JPMorgan Core Bond Trust (Series ID: S000007337)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000020141 | JPMorgan Core Bond Trust |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Institutional Trust

- **b. Investment Company Act file number:** 811-21638

- **c. CIK number of Registrant:** 0001303608

- **d. LEI of Registrant:** 5493005FRK56SHN6MJ34

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Core Bond Trust

- **b. EDGAR series identifier (if any):** S000007337

- **c. LEI of Series:** 549300Q7485FUJKEMM46

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3553523233.06

**Total Liabilities:** $36960303.56

**Net Assets:** $3516562929.50

**Delayed Delivery Securities:** $20926045.37

**Cash Not Reported:** $1282224.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1777.08272000 | **1-Year:** 72773.94708000 | **5-Year:** 403785.51973000 | **10-Year:** 519910.73654000 | **30-Year:** 184447.07194000

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

- **3-Month:** 60.18819000 | **1-Year:** 358.22497000 | **5-Year:** 5727.13640000 | **10-Year:** 357.72377000 | **30-Year:** 154.04663000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020141 | 1.61%                | -0.30%               | 1.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4420468.31             | $39186886.35                               |
| Month 2  | $-4190379.76             | $-13451026.69                              |
| Month 3  | $430410.14               | $27848984.52                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                               | Title                                                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $438456.25    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Inflation Indexed Bonds                                                                                    | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1593462 | PA      | $1704151.05   | 0.05%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-93, Class AS                                                                                           | CUSIP: 38375Y2X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111926 | PA      | $6609.36      | 0.00%             | 2038-12-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4146162 | PA      | $3463739.08   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $143821.25    | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wolf Energy Asset Issuer LLC                                       | Wolf Energy Asset Issuer LLC                                                                                             | CUSIP: 977701AE1<br>LEI: 254900JUY1UOGKD5MA90 | Long             | ABS-O            | CORP              | US        |   2929754 | PA      | $2929754.15   | 0.08%             | 2050-07-25      | Variable      | 5.70%                 | No            |                  3 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB                                                       | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1415522.41   | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-74, Class HB                                                                                           | CUSIP: 38374L5Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       995 | PA      | $997.92       | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-57CB, Class 3A2                                                                      | CUSIP: 12668AYH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374584 | PA      | $29253.63     | 0.00%             | 2035-12-25      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                         | Potomac Electric Power Co.                                                                                               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1210543.48   | 0.03%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    840000 | PA      | $818058.38    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                 | British Airways Pass-Through Trust, Series 2018-1, Class A                                                               | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532020 | PA      | $513329.97    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHKP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6715000 | PA      | $6350310.43   | 0.18%             | 2032-11-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                        | Southern California Gas Co., Series VV                                                                                   | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51916.89     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3852, Class TP                                                                                      | CUSIP: 3137ABB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169512 | PA      | $171010.41    | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                             | TotalEnergies Capital International SA                                                                                   | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    815000 | PA      | $573171.38    | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128JRE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39382 | PA      | $40741.47     | 0.00%             | 2034-12-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HVYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4232552 | PA      | $3850520.91   | 0.11%             | 2031-09-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                  | Corp. Nacional del Cobre de Chile                                                                                        | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    917000 | PA      | $970186.00    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211193 | PA      | $184903.57    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                     | Enbridge, Inc.                                                                                                           | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $1137081.51   | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                     | Public Service Co. of Oklahoma, Series K                                                                                 | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15535.94     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1799 | PA      | $1863.91      | 0.00%             | 2037-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-91, Class SD                                                                                    | CUSIP: 31393EQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22242 | PA      | $23139.08     | 0.00%             | 2033-09-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co., Series 05-B                                                                              | CUSIP: 842400EZ2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.68     | 0.00%             | 2036-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31300LLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27802 | PA      | $28561.39     | 0.00%             | 2036-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140FQS57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158790 | PA      | $148069.68    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                            | KeyCorp                                                                                                                  | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1658187.13   | 0.05%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4792000 | PA      | $4907477.95   | 0.14%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Cars Net Lease Mortgage Notes                                      | Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3                                                                  | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    786217 | PA      | $745057.54    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                         | COPT Defense Properties LP                                                                                               | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    335000 | PA      | $309341.99    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4251, Class KW                                                                                      | CUSIP: 3137B4KB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670387 | PA      | $657701.49    | 0.02%             | 2028-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H04, Class BA                                                                                          | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1646 | PA      | $1560.51      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1                                                                | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66440 | PA      | $61114.90     | 0.00%             | 2034-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406DJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40951 | PA      | $41257.23     | 0.00%             | 2034-11-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    838000 | PA      | $851436.42    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1999-17, Class C                                                                                     | CUSIP: 31359VSW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4637 | PA      | $4689.22      | 0.00%             | 2029-04-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | Constellation Energy Generation LLC                                                                                      | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147239.07    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XMBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5480486 | PA      | $4587567.67   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-54CB, Class 1A11                                                                     | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501840 | PA      | $384830.06    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                             | NXP BV                                                                                                                   | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    682000 | PA      | $438321.40    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                            | Accenture Capital, Inc.                                                                                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    760000 | PA      | $742298.45    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                             | Norfolk Southern Corp.                                                                                                   | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    730000 | PA      | $562450.74    | 0.02%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XP5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4114401 | PA      | $3462234.14   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-101, Class E                                                                                    | CUSIP: 3136AGA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641103 | PA      | $1568799.54   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                     | Enbridge, Inc.                                                                                                           | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $91648.54     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                     | Capital One NA                                                                                                           | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1203411.24   | 0.03%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37270000 | PA      | $36767728.61  | 1.05%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                      | Entergy Corp.                                                                                                            | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    346000 | PA      | $341148.98    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                     | Takeda Pharmaceutical Co. Ltd.                                                                                           | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1265000 | PA      | $952392.09    | 0.03%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243118.96    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2450, Class SW                                                                                      | CUSIP: 31392KMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23309 | PA      | $2252.15      | 0.00%             | 2032-03-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                                                                                                  | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670216.46    | 0.02%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                      | VOLT XCIV LLC, Series 2021-NPL3, Class A1                                                                                | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43032 | PA      | $43012.07     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                    | Principal Financial Group, Inc.                                                                                          | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    838000 | PA      | $836126.03    | 0.02%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                  | Merck & Co., Inc.                                                                                                        | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    860000 | PA      | $677498.33    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                          | CGI, Inc.                                                                                                                | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1332107.96   | 0.04%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 15 Year                                                                                                      | CUSIP: 3132A85R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93947 | PA      | $93923.51     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                   | JPMorgan Prime Money Market Fund, Class Institutional                                                                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  69845235 | NS      | $69873172.80  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                               | Conagra Brands, Inc.                                                                                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207649.69    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                   | Kroger Co. (The)                                                                                                         | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    510000 | PA      | $508308.08    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $2015379.99   | 0.06%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                             | CVS Pass-Through Trust, Series 2013                                                                                      | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480471 | PA      | $462207.43    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H08, Class FC                                                                                          | CUSIP: 38375BM82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130973 | PA      | $130875.03    | 0.00%             | 2063-02-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust, Series 2022-GT1, Class A                                                                          | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6050786.40   | 0.17%             | 2027-04-25      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $188804.69    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1099868.76   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-111, Class EO                                                                                   | CUSIP: 31396LSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19471 | PA      | $15783.36     | 0.00%             | 2036-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                   | ABN AMRO Bank NV                                                                                                         | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $755010.66    | 0.02%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                       | Verizon Communications, Inc.                                                                                             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $2401552.56   | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                                                                                    | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    653000 | PA      | $486599.71    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128HDR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       458 | PA      | $458.23       | 0.00%             | 2030-04-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                           | SCE Recovery Funding LLC, Series A-2                                                                                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $475566.67    | 0.01%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $268275.18    | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140N3CX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3614783 | PA      | $3582895.10   | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-58, Class AP                                                                                    | CUSIP: 31395NE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112418 | PA      | $91672.84     | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-61, Class SK                                                                                    | CUSIP: 31394ATX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11304 | PA      | $11765.45     | 0.00%             | 2032-11-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3422, Class AI                                                                                      | CUSIP: 31397RCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381051 | PA      | $3896.10      | 0.00%             | 2038-01-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31404YDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4668 | PA      | $4756.50      | 0.00%             | 2034-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $634037.83    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4476, Class CM                                                                                      | CUSIP: 3137BJ4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217675 | PA      | $213187.98    | 0.01%             | 2036-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140JVK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434207 | PA      | $1397521.26   | 0.04%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LE2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4954350 | PA      | $4045904.86   | 0.12%             | 2037-01-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Union Carbide Corp.                                                | Union Carbide Corp.                                                                                                      | CUSIP: 905581AS3<br>LEI: QE84C8O80MNLK8IFRL44 | Long             | DBT              | CORP              | US        |    850000 | PA      | $965063.94    | 0.03%             | 2096-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT                                                       | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5597167 | PA      | $5075214.22   | 0.14%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3611                                                                                                | CUSIP: 31398LSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20180 | PA      | $17936.31     | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-46, Class SK                                                                                    | CUSIP: 31393YT54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75560 | PA      | $80308.22     | 0.00%             | 2034-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 329, Class 1                                                                                        | CUSIP: 3136FAWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11853 | PA      | $10625.82     | 0.00%             | 2033-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                               | Steel Dynamics, Inc.                                                                                                     | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40881.86     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2018-3, Class LP                                                                                     | CUSIP: 3136B0VG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174745 | PA      | $167941.89    | 0.00%             | 2047-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-55, Class SA                                                                                           | CUSIP: 38375QK73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84638 | PA      | $1179.23      | 0.00%             | 2038-06-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-6, Class PY                                                                                     | CUSIP: 3136ABQ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97000 | PA      | $63357.34     | 0.00%             | 2043-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QQD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171426 | PA      | $170417.99    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2434, Class TC                                                                                      | CUSIP: 3133TVTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42452 | PA      | $44497.42     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1075000 | PA      | $947075.00    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128S4A23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18128 | PA      | $18725.86     | 0.00%             | 2036-02-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent Trust                                        | American Homes 4 Rent Trust, Series 2015-SFR2, Class A                                                                   | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82113 | PA      | $81873.39     | 0.00%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                 | Vodafone Group plc                                                                                                       | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $236124.16    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1315572.14   | 0.04%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7671987 | PA      | $6542627.97   | 0.19%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                               | Macquarie Group Ltd.                                                                                                     | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $29597.73     | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3622ACLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7249411 | PA      | $6527940.18   | 0.19%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31410GVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1855 | PA      | $1837.94      | 0.00%             | 2038-01-01      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                         | Alexander Funding Trust II                                                                                               | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1370633.92   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                      | Air Canada Pass-Through Trust, Series 2015-2, Class AA                                                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    152822 | PA      | $149137.42    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1573937.95   | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                    | AEP Texas, Inc., Series H                                                                                                | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64165.96     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                              | New England Power Co.                                                                                                    | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8401.26      | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31400FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9383 | PA      | $9476.55      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3129413U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150935 | PA      | $153906.28    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-66, Class SG                                                                                    | CUSIP: 31394EKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48407 | PA      | $52704.55     | 0.00%             | 2035-07-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-19, Class ZY                                                                                    | CUSIP: 31397QP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6242 | PA      | $6696.09      | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QPCR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3972331 | PA      | $3714251.27   | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                          | SCF Equipment Leasing LLC, Series 2022-2A, Class C                                                                       | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518979 | PA      | $519508.11    | 0.01%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15720000 | PA      | $12022115.55  | 0.34%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14535.03     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                               | Columbia Pipelines Operating Co. LLC                                                                                     | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3581562.78   | 0.10%             | 2035-02-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617ULWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2240097 | PA      | $1984226.29   | 0.06%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6240000 | PA      | $6260396.38   | 0.18%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                    | Goodgreen Trust, Series 2017-1A, Class A                                                                                 | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220033 | PA      | $202918.36    | 0.01%             | 2052-10-15      | Fixed         | 3.74%                 | Yes           |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1073891.33   | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QBPC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224960 | PA      | $197652.96    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31402AF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5537 | PA      | $5656.25      | 0.00%             | 2033-07-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42831.53     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                             | Merrill Lynch Mortgage Investors Trust, Series 2004-B, Class A3                                                          | CUSIP: 59020UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2724 | PA      | $2498.26      | 0.00%             | 2029-05-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-23, Class KO                                                                                    | CUSIP: 31395B4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10126 | PA      | $9201.69      | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-17, Class JI                                                                                           | CUSIP: 38375JTD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306530 | PA      | $24902.52     | 0.00%             | 2037-04-16      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                               | Coterra Energy, Inc.                                                                                                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    935000 | PA      | $928723.16    | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    199000 | PA      | $165323.27    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-56, Class S                                                                                     | CUSIP: 31394D6N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150120 | PA      | $12766.47     | 0.00%             | 2035-07-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                     | NNN REIT, Inc.                                                                                                           | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620804.00    | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                             | Bear Stearns ARM Trust, Series 2006-1, Class A1                                                                          | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220927 | PA      | $210762.05    | 0.01%             | 2036-02-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                       | Leidos, Inc.                                                                                                             | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    465000 | PA      | $413418.48    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                                                           | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1575308.87   | 0.04%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3402290 | PA      | $3239035.29   | 0.09%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A                                                              | CUSIP: 12669FNP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21622 | PA      | $20659.61     | 0.00%             | 2034-05-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                             | Oklahoma Development Finance Authority, Natural Gas Co., Series 2022                                                     | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    575000 | PA      | $531207.71    | 0.02%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23                                                               | CUSIP: 12669G3R0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168538 | PA      | $101689.35    | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-47, Class PH                                                                                           | CUSIP: 38375KE99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1199572 | PA      | $1239746.05   | 0.04%             | 2037-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT                                                       | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4300101 | PA      | $3611299.71   | 0.10%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                       | Bridge Trust, Series 2022-SFR1, Class C                                                                                  | CUSIP: 10805VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4184031.60   | 0.12%             | 2037-11-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                 | HERO Funding Trust, Series 2016-3A, Class A1                                                                             | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237903 | PA      | $225278.22    | 0.01%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3387, Class SA                                                                                      | CUSIP: 31397PFM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92224 | PA      | $7550.08      | 0.00%             | 2037-11-15      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                     | Alimentation Couche-Tard, Inc.                                                                                           | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59328.34     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-26, Class SC                                                                                           | CUSIP: 38375KBN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139522 | PA      | $3842.70      | 0.00%             | 2037-05-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31371NSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1551 | PA      | $1584.94      | 0.00%             | 2028-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                         | ROCK Trust, Series 2024-CNTR, Class A                                                                                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1940338.70   | 0.06%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                                 | Southern Co. (The)                                                                                                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1911085.09   | 0.05%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                  | Mitsubishi HC Finance America LLC                                                                                        | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    445000 | PA      | $462769.39    | 0.01%             | 2028-09-12      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $101784.37    | 0.00%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1997470.09   | 0.06%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-53, Class US                                                                                    | CUSIP: 31395NJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171292 | PA      | $13904.94     | 0.00%             | 2036-06-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets CMN Owner Trust                               | Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1                                                            | CUSIP: 45254TNG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6882 | PA      | $6835.53      | 0.00%             | 2033-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                           | SCE Recovery Funding LLC, Series A-1                                                                                     | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081450 | PA      | $1062035.00   | 0.03%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-61, Class Z                                                                                     | CUSIP: 313921M70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99574 | PA      | $103484.23    | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2544, Class HC                                                                                      | CUSIP: 31393FQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64391 | PA      | $67131.11     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                    | Eli Lilly & Co.                                                                                                          | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    960000 | PA      | $879885.51    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                                        | VOLT CI LLC, Series 2021-NP10, Class A1                                                                                  | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233669 | PA      | $233529.11    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204177.10    | 0.01%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                         | BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C                                                    | CUSIP: 05525MAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $890096.22    | 0.03%             | 2046-08-15      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                    | Santander UK Group Holdings plc                                                                                          | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1306691.25   | 0.04%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                         | VMware LLC                                                                                                               | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28058.35     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                        | Aetna, Inc.                                                                                                              | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    475000 | PA      | $517225.28    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                        | Apple, Inc.                                                                                                              | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21015.63     | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3331                                                                                                | CUSIP: 31397J5M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63390 | PA      | $54802.83     | 0.00%             | 2037-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $524054.30    | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                  | University of Southern California, Series A                                                                              | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    570000 | PA      | $321918.92    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 312941XL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149788 | PA      | $152737.69    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 20 Year                                                                                                | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62426 | PA      | $61411.85     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                   | JBS USA LUX Sarl                                                                                                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $566592.90    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Toledo Edison Co. (The)                                            | Toledo Edison Co. (The)                                                                                                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $324667.47    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                          | GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF                                                                    | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418130 | PA      | $358604.89    | 0.01%             | 2035-09-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | Enterprise Products Operating LLC                                                                                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2375341.15   | 0.07%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31409EL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       424 | PA      | $433.28       | 0.00%             | 2036-05-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1230210.45   | 0.03%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Campbell's Co.                                                 | The Campbell's Co.                                                                                                       | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    315000 | PA      | $201195.82    | 0.01%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                                            | SCF Equipment Trust LLC, Series 2025-1A, Class A3                                                                        | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3587862.60   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                 | PG&E Wildfire Recovery Funding LLC, Series A-2                                                                           | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $610655.00    | 0.02%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                               | American Airlines Pass-Through Trust, Series 2019-1, Class A                                                             | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2104703 | PA      | $1924647.45   | 0.05%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3472473 | PA      | $3009514.62   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L96Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1582322 | PA      | $1548543.60   | 0.04%             | 2027-06-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                  | NTT Finance Corp.                                                                                                        | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2300000 | PA      | $2364796.20   | 0.07%             | 2031-07-02      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $87522.51     | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31296RQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15370 | PA      | $15940.18     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                          | Fells Point Funding Trust                                                                                                | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2363662.31   | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $243812.50    | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-116, Class HI                                                                                   | CUSIP: 31396X6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186825 | PA      | $11117.19     | 0.00%             | 2038-01-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179YYR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206468 | PA      | $182919.90    | 0.01%             | 2054-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QNYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190707 | PA      | $172590.91    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-101, Class DO                                                                                   | CUSIP: 3136AGZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694537 | PA      | $507127.88    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                             | MidAmerican Energy Co.                                                                                                   | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636621.54    | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                            | Carmax Auto Owner Trust, Series 2025-2, Class A4                                                                         | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730000 | PA      | $3804328.46   | 0.11%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                               | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                                                         | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |   3045000 | PA      | $3069522.30   | 0.09%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-22, Class AO                                                                                    | CUSIP: 31395BA52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77535 | PA      | $69076.77     | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                             | Northrop Grumman Corp.                                                                                                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14728.89     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31407DVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3108 | PA      | $3114.08      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300512.14   | 0.04%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $792692.87    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jonah                                                              | Jonah                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   2122074 | PA      | $2146689.86   | 0.06%             | 2037-11-10      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AstraZeneca plc                                                    | AstraZeneca plc                                                                                                          | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $203921.46    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                             | Becton Dickinson & Co.                                                                                                   | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $315347.47    | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                 | Crown Castle, Inc.                                                                                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744423.34   | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1417557.76   | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710594 | PA      | $687290.89    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617XXDC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4057432 | PA      | $4241589.08   | 0.12%             | 2072-03-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                             | Norfolk Southern Corp.                                                                                                   | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24889.15     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                              | Dominion Energy, Inc., Series F                                                                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    940000 | PA      | $951887.74    | 0.03%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31371HKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9839 | PA      | $9989.60      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24928000 | PA      | $21583168.69  | 0.61%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31403K4Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46084 | PA      | $47369.22     | 0.00%             | 2034-05-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2014-H09, Class TA                                                                                          | CUSIP: 38375UFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67494 | PA      | $67631.26     | 0.00%             | 2064-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                  | Republic of Chile                                                                                                        | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    497000 | PA      | $439596.50    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2017-49, Class LA                                                                                    | CUSIP: 3136AXKG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117458 | PA      | $115015.50    | 0.00%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bastion Funding I LLC                                              | Bastion Funding I LLC, Series 2023-1A, Class A2                                                                          | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |   1833731 | PA      | $1845826.78   | 0.05%             | 2038-04-25      | Fixed         | 7.12%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36210ASU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       910 | PA      | $936.13       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2444, Class ES                                                                                      | CUSIP: 31392KUY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29132 | PA      | $2632.86      | 0.00%             | 2032-03-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5540268 | PA      | $5465356.11   | 0.16%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                          | DH Europe Finance II SARL                                                                                                | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $807976.08    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                               | Macquarie Group Ltd.                                                                                                     | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $103512.21    | 0.00%             | 2032-06-23      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                              | Entergy Louisiana LLC                                                                                                    | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    629000 | PA      | $588360.05    | 0.02%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                              | MASTR Adjustable Rate Mortgages Trust, Series 2004-4, Class 2A1                                                          | CUSIP: 576433LY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21751 | PA      | $20561.07     | 0.00%             | 2034-05-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2201, Class C                                                                                       | CUSIP: 3133TMGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5403 | PA      | $5530.20      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class A2                                          | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $441410.70    | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104500 | PA      | $102577.36    | 0.00%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                     | Aircastle Ltd.                                                                                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1165000 | PA      | $1188775.93   | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                           | Manulife Financial Corp.                                                                                                 | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29693.67     | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    296000 | PA      | $311438.93    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LBAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $196508.99    | 0.01%             | 2031-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4                               | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85915 | PA      | $76354.42     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-99, Class SC                                                                                    | CUSIP: 31398F4S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40832 | PA      | $3166.01      | 0.00%             | 2039-12-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $28920.70     | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508667.61    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                   | MASTR Asset Securitization Trust, Series 2003-12, Class 30                                                               | CUSIP: 55265K4C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1357 | PA      | $304.00       | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                 | New Century Home Equity Loan Trust, Series 2003-5, Class AI6                                                             | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165138 | PA      | $163549.14    | 0.00%             | 2033-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                           | Cox Communications, Inc.                                                                                                 | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28144.86     | 0.00%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding Trust                                              | US Auto Funding Trust, Series 2022-1A, Class B                                                                           | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $1982329.81   | 0.06%             | 2025-12-15      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1379000 | PA      | $1392715.74   | 0.04%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                         | Mars, Inc.                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90834.36     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-39                                                                                              | CUSIP: 31393A5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13260 | PA      | $1939.35      | 0.00%             | 2033-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                      | Moody's Corp.                                                                                                            | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29661.60     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-130, Class GI                                                                                   | CUSIP: 31396PAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48315 | PA      | $3018.42      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                     | Element Fleet Management Corp.                                                                                           | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2010000 | PA      | $2128050.36   | 0.06%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L9P63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6857695 | PA      | $6599773.39   | 0.19%             | 2030-04-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Credit One Ltd.                                                    | Credit One Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 984500DAE0FFZ45C8093       | Long             | ABS-MBS          | CORP              | NG        |   4000000 | PA      | $4060000.00   | 0.12%             | 2029-02-25      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1999-62, Class PB                                                                                    | CUSIP: 31359XEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5048 | PA      | $5117.07      | 0.00%             | 2029-12-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                        | L3Harris Technologies, Inc.                                                                                              | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1138187.94   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7572312 | PA      | $7124735.95   | 0.20%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                          | CSX Corp.                                                                                                                | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65675.88     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    259000 | PA      | $144056.26    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $630585.08    | 0.02%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4909000 | PA      | $4319610.05   | 0.12%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                         | Arizona Public Service Co.                                                                                               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185008.11    | 0.01%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                       | Leidos, Inc.                                                                                                             | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    630000 | PA      | $660431.12    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-130, Class SX                                                                                   | CUSIP: 31393UWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1356 | PA      | $1401.92      | 0.00%             | 2034-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                    | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D                                                                | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $348117.12    | 0.01%             | 2045-03-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                               | Edison International                                                                                                     | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1850176.83   | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617FGLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1379226 | PA      | $1390982.82   | 0.04%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-36, Class DE                                                                                    | CUSIP: 313920LG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30323 | PA      | $31530.92     | 0.00%             | 2031-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                     | NNN REIT, Inc.                                                                                                           | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624001.84    | 0.02%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132HBH65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49941 | PA      | $48162.16     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488182.30    | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6720852 | PA      | $5815079.11   | 0.17%             | 2032-03-01      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4                                                                 | CUSIP: 31396WVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4008 | PA      | $5391.13      | 0.00%             | 2037-07-25      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $353116.99    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-44                                                                                              | CUSIP: 31397LMA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4347 | PA      | $3856.38      | 0.00%             | 2038-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-38, Class PL                                                                                           | CUSIP: 38375QGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44954 | PA      | $46031.31     | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-2, Class WA                                                                                     | CUSIP: 31397QHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74616 | PA      | $77671.07     | 0.00%             | 2051-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                              | Westlake Automobile Receivables Trust, Series 2022-2A, Class D                                                           | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4910000 | PA      | $4928007.92   | 0.14%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140MKHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6109548 | PA      | $5348670.44   | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                     | American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B                                              | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1468384.48   | 0.04%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31373UED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       958 | PA      | $949.47       | 0.00%             | 2029-03-01      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                                                                                | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12041.51     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2024-SFR4, Class A                                                                    | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359593 | PA      | $342594.71    | 0.01%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                          | South Bow USA Infrastructure Holdings LLC                                                                                | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435368.83    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1                                                 | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24399 | PA      | $22908.95     | 0.00%             | 2034-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                          | Molson Coors Beverage Co.                                                                                                | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $828832.25    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class C                                                               | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4146405.85   | 0.12%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-90, Class AO                                                                                    | CUSIP: 31396KU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29784 | PA      | $26781.76     | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                | GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1                                                           | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5896976 | PA      | $5957968.75   | 0.17%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $159587.50    | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                   | CVS Health Corp.                                                                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416198.08   | 0.04%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2018-47, Class VC                                                                                    | CUSIP: 3136B2PM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448572 | PA      | $440293.02    | 0.01%             | 2047-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2021-SFR6, Class E1                                                                   | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3446000 | PA      | $3376671.65   | 0.10%             | 2038-07-17      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1194624.00   | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-72, Class SM                                                                                           | CUSIP: 38373AGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199372 | PA      | $15925.04     | 0.00%             | 2039-08-16      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                | CommonSpirit Health                                                                                                      | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553485.73    | 0.02%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                   | CVS Health Corp.                                                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170919.05    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695000 | PA      | $617545.51    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128M5CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70271 | PA      | $72875.50     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                          | KLA Corp.                                                                                                                | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122503.93    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31296NHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4903 | PA      | $5041.98      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138MDV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99843 | PA      | $98787.85     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                 | Atmos Energy Corp.                                                                                                       | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116332.37    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11946 | PA      | $12038.87     | 0.00%             | 2034-09-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                    | Halliburton Co.                                                                                                          | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19490.17     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                              | Lockheed Martin Corp.                                                                                                    | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21825.93     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2019167.93   | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                             | Consumer Portfolio Services Auto Trust, Series 2025-B, Class C                                                           | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3276000 | PA      | $3307665.82   | 0.09%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                         | Australia & New Zealand Banking Group Ltd.                                                                               | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    263000 | PA      | $262945.76    | 0.01%             | 2026-05-19      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2012-66, Class CB                                                                                    | CUSIP: 3136A6ZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1640606 | PA      | $1593341.22   | 0.05%             | 2032-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                           | KGS-Alpha SBA COOF Trust, Series 2015-2, Class A                                                                         | CUSIP: 48250BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390016 | PA      | $38486.75     | 0.00%             | 2041-07-25      | Variable      | 3.17%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617YMN65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422691 | PA      | $374382.73    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902504.93    | 0.03%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                   | Welltower OP LLC                                                                                                         | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $385214.67    | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                    | Starbucks Corp.                                                                                                          | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029280.39   | 0.03%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                    | Phillips 66 Co.                                                                                                          | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9473.98      | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                     | Baltimore Gas and Electric Co.                                                                                           | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    395000 | PA      | $289686.53    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                          | Mid-America Apartments LP                                                                                                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26117.42     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-7, Class 30                                                                    | CUSIP: 576434TQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37492 | PA      | $26751.61     | 0.00%             | 2034-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4217, Class KY                                                                                      | CUSIP: 3137B2KH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2038411.80   | 0.06%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LJUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7867742 | PA      | $7769673.82   | 0.22%             | 2036-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1062 | PA      | $1104.16      | 0.00%             | 2036-03-01      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                 | Crown Castle, Inc.                                                                                                       | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    264000 | PA      | $262600.18    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFIN LLC                                                           | CFIN LLC, Series 2024-1A, Class A                                                                                        | CUSIP: 125307AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4780840.00   | 0.14%             | 2028-11-27      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QQDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4349878 | PA      | $4066781.83   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XLG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4113085 | PA      | $3474624.76   | 0.10%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                | First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19                                         | CUSIP: 32051GYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315534 | PA      | $142323.35    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                          | GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4                                                                    | CUSIP: 36185N7E4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192938 | PA      | $189182.99    | 0.01%             | 2035-06-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 1997-1, Class 2Z                                                                           | CUSIP: 911760KE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35192 | PA      | $35686.02     | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                              | Ford Foundation (The), Series 2020                                                                                       | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $203010.09    | 0.01%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                              | MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1                                                         | CUSIP: 576433VM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33254 | PA      | $32634.41     | 0.00%             | 2034-12-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H29, Class FA                                                                                          | CUSIP: 38375BZQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56966 | PA      | $56987.96     | 0.00%             | 2062-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                   | Kroger Co. (The)                                                                                                         | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1009783.28   | 0.03%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3486504 | PA      | $1623100.27   | 0.05%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       860 | PA      | $883.15       | 0.00%             | 2037-02-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1895092.65   | 0.05%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3149, Class SO                                                                                      | CUSIP: 31396RJA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15609 | PA      | $12548.39     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                              | Quanta Services, Inc.                                                                                                    | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $949269.59    | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                             | Invitation Homes Trust, Series 2024-SFR1, Class D                                                                        | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525000 | PA      | $3386336.37   | 0.10%             | 2041-09-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                     | Takeda Pharmaceutical Co. Ltd.                                                                                           | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    422000 | PA      | $422564.34    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                            | APA Infrastructure Ltd.                                                                                                  | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    752000 | PA      | $751439.19    | 0.02%             | 2027-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2002-52, Class GH                                                                                           | CUSIP: 38373XE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136740 | PA      | $136382.05    | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFGS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $243038.38    | 0.01%             | 2032-03-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury Ultra Bond                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        95 | NC      | $-65582.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-30, Class LS                                                                                    | CUSIP: 31397SMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144888 | PA      | $10148.48     | 0.00%             | 2041-04-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2296, Class PD                                                                                      | CUSIP: 3133TRUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17133 | PA      | $17820.20     | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $641135.76    | 0.02%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3122, Class ZB                                                                                      | CUSIP: 31396JMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34152 | PA      | $36141.52     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15725000 | PA      | $14770443.44  | 0.42%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-12, Class IE                                                                                           | CUSIP: 38374XPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228671 | PA      | $4460.33      | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                | Fifth Third Bancorp                                                                                                      | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162314.93    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2567, Class QD                                                                                      | CUSIP: 31393KA39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118368 | PA      | $123807.50    | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 393, Class 6                                                                                        | CUSIP: 3136FGCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16378 | PA      | $1496.26      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410GKH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5112 | PA      | $5373.63      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1899, Class ZE                                                                                      | CUSIP: 3133T86T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3707 | PA      | $3739.08      | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                   | Brixmor Operating Partnership LP                                                                                         | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    470000 | PA      | $416379.11    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                   | Nevada Power Co.                                                                                                         | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298374.70    | 0.01%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36210APW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1721 | PA      | $1731.59      | 0.00%             | 2028-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                   | McDonald's Corp.                                                                                                         | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59763.53     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140NPYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4741363 | PA      | $4681787.88   | 0.13%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B                                                               | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3205000 | PA      | $3248912.35   | 0.09%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                        | Toronto-Dominion Bank (The)                                                                                              | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $217746.27    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2                                          | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2467000 | PA      | $2435215.42   | 0.07%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                  | Cigna Group (The)                                                                                                        | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1118396.95   | 0.03%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-112, Class ST                                                                                   | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5357 | PA      | $560.09       | 0.00%             | 2040-01-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3920, Class LP                                                                                      | CUSIP: 3137AF3W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243556 | PA      | $249329.47    | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                       | Fidelity National Information Services, Inc.                                                                             | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36558.46     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    558000 | PA      | $456180.32    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1578000 | PA      | $1660056.00   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3764000 | PA      | $2818442.02   | 0.08%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3877, Class LM                                                                                      | CUSIP: 3137ACFM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2010 | PA      | $2003.36      | 0.00%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-14, Class NI                                                                                           | CUSIP: 38374XAF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98945 | PA      | $6533.36      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K138, Class AM                                          | CUSIP: 3137H5XV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1603513.03   | 0.05%             | 2032-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                       | Nutrien Ltd.                                                                                                             | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $203241.14    | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2018-1, Class A                                                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115686 | PA      | $1047072.04   | 0.03%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                 | Evergy Metro, Inc.                                                                                                       | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    461000 | PA      | $475640.71    | 0.01%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA                                                                                                       | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1498254.77   | 0.04%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class A                                            | CUSIP: 31394JY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49065 | PA      | $34444.51     | 0.00%             | 2043-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QKBR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840861 | PA      | $728768.30    | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                              | Sumitomo Mitsui Financial Group, Inc.                                                                                    | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     14000 | PA      | $13837.89     | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-110, Class GL                                                                                   | CUSIP: 31394US60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190960 | PA      | $1247640.08   | 0.04%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                     | Public Service Co. of Oklahoma                                                                                           | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    970000 | PA      | $990797.92    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                                                                                | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145126.30    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1005000 | PA      | $1045875.89   | 0.03%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                                                          | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4906346.50   | 0.14%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-91, Class PI                                                                                           | CUSIP: 38374MSK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70630 | PA      | $6026.36      | 0.00%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140JBGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15729725 | PA      | $13130264.90  | 0.37%             | 2032-11-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                             | Boardwalk Pipelines LP                                                                                                   | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18635.23     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2025-SFR2, Class C                                                                    | CUSIP: 74334GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7440805 | PA      | $6994283.39   | 0.20%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                   | Skandinaviska Enskilda Banken AB                                                                                         | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1860000 | PA      | $1925478.38   | 0.05%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574890.06    | 0.02%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                           | PNC Financial Services Group, Inc. (The)                                                                                 | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $235782.76    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co.                                                                                           | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1487185.76   | 0.04%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31406MEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29132 | PA      | $29651.87     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                          | NOV, Inc.                                                                                                                | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149838.44    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2021-H14, Class CF                                                                                          | CUSIP: 38382YDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4559698 | PA      | $4645000.77   | 0.13%             | 2071-09-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-1, Class SA                                                                                     | CUSIP: 31392BVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5888 | PA      | $6944.99      | 0.00%             | 2032-02-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2262, Class Z                                                                                       | CUSIP: 3133TQ5B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2882 | PA      | $3029.09      | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class D                                                               | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970000 | PA      | $2989399.45   | 0.09%             | 2031-06-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    589000 | PA      | $386533.52    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31295NJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4364 | PA      | $4437.88      | 0.00%             | 2031-12-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                      | Pioneer Natural Resources Co.                                                                                            | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $938799.30    | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-116, Class JY                                                                                          | CUSIP: 38378VB61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1232535.59   | 0.04%             | 2043-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 299, Class 300                                                                                     | CUSIP: 3132HTJV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875967 | PA      | $806128.54    | 0.02%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                              | Cardinal Health, Inc.                                                                                                    | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2760509.89   | 0.08%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3747, Class PY                                                                                      | CUSIP: 31398QUH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513991 | PA      | $503570.08    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2006-38, Class ZK                                                                                           | CUSIP: 38374NQB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399586 | PA      | $398486.19    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-13, Class ST                                                                                    | CUSIP: 31392B5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       784 | PA      | $823.30       | 0.00%             | 2032-03-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                        | L3Harris Technologies, Inc.                                                                                              | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1173000.75   | 0.03%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA                                                                                                       | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194561.14    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CSM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116 | PA      | $116.14       | 0.00%             | 2026-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                               | Meta Platforms, Inc.                                                                                                     | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1334528.76   | 0.04%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968943.75    | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36850000 | PA      | $36497334.08  | 1.04%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                              | Scentre Group Trust 1                                                                                                    | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     90000 | PA      | $89671.04     | 0.00%             | 2026-01-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-28CB, Class 1A4                                                                      | CUSIP: 12667GWT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800842 | PA      | $684881.45    | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140J24Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265460 | PA      | $233743.75    | 0.01%             | 2030-12-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25060000 | PA      | $24425668.75  | 0.69%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-59, Class BG                                                                                    | CUSIP: 31394AVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35443 | PA      | $31587.25     | 0.00%             | 2032-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1935, Class FL                                                                                      | CUSIP: 3133T8Z83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       173 | PA      | $173.52       | 0.00%             | 2027-02-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    934000 | PA      | $959348.72    | 0.03%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2247, Class Z                                                                                       | CUSIP: 3133TPGX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13986 | PA      | $14544.38     | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31349UJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56749 | PA      | $58642.89     | 0.00%             | 2035-01-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                   | Amazon.com, Inc.                                                                                                         | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $999535.83    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31402CPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138404 | PA      | $141735.62    | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55124 | PA      | $57009.13     | 0.00%             | 2040-07-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                               | Coterra Energy, Inc.                                                                                                     | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75938.19     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128M8RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646633 | PA      | $646845.12    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                  | Georgia Power Co.                                                                                                        | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69710.75     | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                  | Cigna Group (The)                                                                                                        | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33365.58     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4                                                                       | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65326 | PA      | $68296.52     | 0.00%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                   | Brixmor Operating Partnership LP                                                                                         | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    840000 | PA      | $799973.77    | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                           | Foundation Finance Trust, Series 2024-2A, Class A                                                                        | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172554 | PA      | $172898.86    | 0.00%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | Aviation Capital Group LLC                                                                                               | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838592.18    | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                         | Impac Secured Assets Trust, Series 2006-1, Class 2A1                                                                     | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42083 | PA      | $39041.92     | 0.00%             | 2036-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                              | Eagle Materials, Inc.                                                                                                    | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84952.93     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6                                                            | CUSIP: 17307GBJ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      4304 | PA      | $3604.18      | 0.00%             | 2033-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1860222.24   | 0.05%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | Athene Global Funding                                                                                                    | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117708.42    | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-9, Class CI                                                                                            | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11543 | PA      | $784.50       | 0.00%             | 2037-03-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XFY47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3463325 | PA      | $3268382.66   | 0.09%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2003-9, Class 8A1                                                                   | CUSIP: 576434LD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103390 | PA      | $97998.19     | 0.00%             | 2034-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31410QWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2045 | PA      | $2101.26      | 0.00%             | 2036-09-01      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | Ventas Realty LP                                                                                                         | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115763.44    | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-112, Class SA                                                                                          | CUSIP: 38374EZ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158412 | PA      | $767.19       | 0.00%             | 2033-12-16      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | Constellation Energy Generation LLC                                                                                      | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297792.79    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                           | Bunge Ltd. Finance Corp.                                                                                                 | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1373188.59   | 0.04%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                     | WP Carey, Inc.                                                                                                           | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $976501.48    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                          | UDR, Inc.                                                                                                                | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    388000 | PA      | $382934.22    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3211, Class SO                                                                                      | CUSIP: 31397BAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80424 | PA      | $71240.35     | 0.00%             | 2036-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1                                                 | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3738 | PA      | $3676.32      | 0.00%             | 2033-06-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                      | Cummins, Inc.                                                                                                            | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29574.80     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31405FTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6363 | PA      | $6531.71      | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2586, Class WI                                                                                      | CUSIP: 31393MWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27043 | PA      | $3627.08      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $757941.13    | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                              | Global Payments, Inc.                                                                                                    | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    945000 | PA      | $897283.70    | 0.03%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H07, Class HA                                                                                          | CUSIP: 38375BQ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95861 | PA      | $95726.81     | 0.00%             | 2063-03-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS06, Class A2                                          | CUSIP: 3137BS5N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123000 | PA      | $121653.99    | 0.00%             | 2026-07-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                  | Trane Technologies Financing Ltd.                                                                                        | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    650000 | PA      | $671641.15    | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-6, Class 7A1                                                                   | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136477 | PA      | $136899.83    | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132FPDJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212989 | PA      | $211040.25    | 0.01%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31374T3B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3117 | PA      | $3168.25      | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                                                                                   | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1277237.33   | 0.04%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1829, Class ZB                                                                                      | CUSIP: 3133T6J36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.93         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                                                                              | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    920000 | PA      | $817069.87    | 0.02%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                   | Jersey Central Power & Light Co.                                                                                         | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10792.81     | 0.00%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                          | Bank of Ireland Group plc                                                                                                | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    895000 | PA      | $929551.97    | 0.03%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3819, Class ZQ                                                                                      | CUSIP: 3137A8N20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342510 | PA      | $363353.86    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Street Capital Group, Inc.                                         | Street Capital Group, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   1588918 | PA      | $1588918.41   | 0.05%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31283HTD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17744 | PA      | $18669.73     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                     | Element Fleet Management Corp.                                                                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1141991.97   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NVLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1565 | PA      | $1608.62      | 0.00%             | 2036-05-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                      | Enel Finance International NV                                                                                            | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1190046.40   | 0.03%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                              | FirstEnergy Pennsylvania Electric Co.                                                                                    | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58424.54     | 0.00%             | 2029-06-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4284714.91   | 0.12%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138WRUE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283789 | PA      | $277647.60    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Securitization Funding II LLC                         | DTE Electric Securitization Funding II LLC, Series A-2                                                                   | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $1023546.19   | 0.03%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2010-31, Class NO                                                                                           | CUSIP: 38376XM59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349329 | PA      | $300833.46    | 0.01%             | 2040-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS Group AG                                                                                                             | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1633000 | PA      | $1790725.25   | 0.05%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-67, Class GI                                                                                           | CUSIP: 38375LJ76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1598872 | PA      | $88.10        | 0.00%             | 2037-11-20      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                     | M&T Bank Corp.                                                                                                           | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2291881.51   | 0.07%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2500, Class MC                                                                                      | CUSIP: 31392UXE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32073 | PA      | $33359.54     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                    | Danske Bank A/S                                                                                                          | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1445000 | PA      | $1473760.20   | 0.04%             | 2031-03-04      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CAFL Issuer LP                                                     | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                                              | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7170000 | PA      | $7230426.61   | 0.21%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2724936.86   | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                          | Rio Tinto Finance USA plc                                                                                                | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    157000 | PA      | $160970.14    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                           | MRCD MARK Mortgage Trust, Series 2019-PARK, Class A                                                                      | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1814250.00   | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                         | RALI Trust, Series 2003-QS9, Class A3                                                                                    | CUSIP: 76110HCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14 | PA      | $0.00         | 0.00%             | 2018-05-25      | Floating      | 3.11%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2043, Class CJ                                                                                      | CUSIP: 3133TDML7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2022 | PA      | $2050.17      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                         | AMSR Trust, Series 2025-SFR1, Class B                                                                                    | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2565237.06   | 0.07%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $923184.34    | 0.03%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | Canadian Imperial Bank of Commerce                                                                                       | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154841.79    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                    | Stream Innovations Issuer Trust, Series 2024-1A, Class A                                                                 | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2668535 | PA      | $2781115.51   | 0.08%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-109, Class PC                                                                                   | CUSIP: 31394UZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60367 | PA      | $61393.70     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | Ventas Realty LP                                                                                                         | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    299000 | PA      | $295439.38    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37975000 | PA      | $38501606.54  | 1.09%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                   | Welltower OP LLC                                                                                                         | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100925.69    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3621, Class BO                                                                                      | CUSIP: 31398LZP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57716 | PA      | $50201.13     | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                    | BAE Systems plc                                                                                                          | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    502000 | PA      | $327424.72    | 0.01%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                         | US Bancorp                                                                                                               | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2013759.43   | 0.06%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                      | Equinix, Inc.                                                                                                            | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62097.54     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2023-115, Class TS                                                                                          | CUSIP: 38384CP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4689074 | PA      | $4825140.92   | 0.14%             | 2053-06-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140Q0J37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2061000 | PA      | $2132066.66   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LJ6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1886214 | PA      | $1944029.96   | 0.06%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                       | Flex Intermediate Holdco LLC                                                                                             | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    545000 | PA      | $433967.15    | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    496000 | PA      | $321542.59    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3102, Class FB                                                                                      | CUSIP: 31396H5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10307 | PA      | $10289.91     | 0.00%             | 2036-01-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                         | AerCap Ireland Capital DAC                                                                                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1560000 | PA      | $1528050.90   | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2018-1, Class B                                                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286718 | PA      | $284324.23    | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DQU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2822099 | PA      | $2377772.18   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140J26Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $332631.37    | 0.01%             | 2033-01-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31400JA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5128 | PA      | $5240.25      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2316000 | PA      | $2364636.00   | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2359, Class ZB                                                                                      | CUSIP: 3133TV5T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42271 | PA      | $45372.02     | 0.00%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                                                                               | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235902.81    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                             | CVS Pass-Through Trust                                                                                                   | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598052 | PA      | $608758.81    | 0.02%             | 2034-01-10      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada                                                                                                     | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1820000 | PA      | $1835531.64   | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3775, Class BC                                                                                      | CUSIP: 3137A4WF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       834 | PA      | $831.95       | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31403R2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21380 | PA      | $21917.55     | 0.00%             | 2028-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53070000 | PA      | $47020848.95  | 1.34%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-71, Class SC                                                                                           | CUSIP: 38375XML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38009 | PA      | $146.98       | 0.00%             | 2038-08-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                               | FREMF Mortgage Trust, Series 2019-KBF3, Class B                                                                          | CUSIP: 30311TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1243334 | PA      | $1235144.45   | 0.04%             | 2029-01-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                | Blackstone Holdings Finance Co. LLC                                                                                      | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    429000 | PA      | $361069.31    | 0.01%             | 2045-07-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419197.46    | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | Corebridge Global Funding                                                                                                | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1328172.38   | 0.04%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4412861.34   | 0.13%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OneSky Loan Trust                                                  | OneSky Loan Trust, 1st Lien Term Loan A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2178995 | PA      | $2096749.21   | 0.06%             | 2031-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                         | AMSR Trust, Series 2024-SFR2, Class A                                                                                    | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $113655.06    | 0.00%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                              | NextEra Energy Capital Holdings, Inc.                                                                                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12866.19     | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Whole Loan, Series 2004-W15, Class 1A1                                                                             | CUSIP: 31394BZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5679 | PA      | $5850.15      | 0.00%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 20 Year                                                                                                      | CUSIP: 3132AACA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130991 | PA      | $130276.53    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29786.72     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                           | PRET LLC, Series 2021-RN3, Class A1                                                                                      | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2492564 | PA      | $2492314.98   | 0.07%             | 2051-09-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CRE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       188 | PA      | $189.42       | 0.00%             | 2026-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                       | Santander Holdings USA, Inc.                                                                                             | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1574376.29   | 0.04%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                         | AMSR Trust, Series 2021-SFR3, Class E1                                                                                   | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2296000 | PA      | $2213828.00   | 0.06%             | 2038-10-17      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MA                                                       | CUSIP: 35563PNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4488304 | PA      | $4113500.96   | 0.12%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS Group AG                                                                                                             | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1188667.69   | 0.03%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                           | Duke Energy Progress LLC                                                                                                 | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    820000 | PA      | $507259.20    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231000 | PA      | $194212.25    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-58                                                                                              | CUSIP: 31395ND20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52799 | PA      | $45994.18     | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31410F6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       841 | PA      | $865.99       | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2012-83, Class AC                                                                                    | CUSIP: 3136A7ZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192000 | PA      | $174072.33    | 0.00%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LBK36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459828 | PA      | $399345.59    | 0.01%             | 2031-02-01      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4024047 | PA      | $3198293.44   | 0.09%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31406N4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       319 | PA      | $319.38       | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Whole Loan, Series 2003-18, Class X1                                                                        | CUSIP: 31392JWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653412 | PA      | $3278.43      | 0.00%             | 2042-12-25      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-81, Class GE                                                                                    | CUSIP: 31396XAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74186 | PA      | $78523.49     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                 | Markel Group, Inc.                                                                                                       | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17426.77     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $372256.64    | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P                                                | CUSIP: 93363EAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37962 | PA      | $34480.20     | 0.00%             | 2036-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                   | Nevada Power Co.                                                                                                         | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25699.28     | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                            | Jackson Financial, Inc.                                                                                                  | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58706.39     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25463.41     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                       | Cadence Design Systems, Inc.                                                                                             | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1880038.66   | 0.05%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust, Series 2024-SAT1, Class A                                                                         | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $6028554.88   | 0.17%             | 2027-03-26      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                               | Macquarie Group Ltd.                                                                                                     | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $62494.11     | 0.00%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, Other                                                                                                           | CUSIP: 36202E2S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6765 | PA      | $6698.84      | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1998-36, Class ZB                                                                                    | CUSIP: 31359T5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5815 | PA      | $5866.63      | 0.00%             | 2028-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co., Series B                                                                                 | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393495.65    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2000-2, Class ZE                                                                                     | CUSIP: 31359XSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19938 | PA      | $20679.32     | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                | Emera US Finance LP                                                                                                      | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143786.05    | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                      | Cencora, Inc.                                                                                                            | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1668179.11   | 0.05%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2                                          | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1748000 | PA      | $1724413.71   | 0.05%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC                                                                                                     | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1108146.33   | 0.03%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                                         | Packaging Corp. of America                                                                                               | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    845000 | PA      | $641831.88    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                            | Port Authority of New York and New Jersey, Consolidated, Series 164                                                      | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1975338.75   | 0.06%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1755433.43   | 0.05%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132HBRD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39058 | PA      | $37666.06     | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-73, Class MI                                                                                           | CUSIP: 38375LD23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103471 | PA      | $533.19       | 0.00%             | 2037-11-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2757504 | PA      | $2489855.00   | 0.07%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                      | Pioneer Natural Resources Co.                                                                                            | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3858179.99   | 0.11%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-6, Class 30                                                                    | CUSIP: 576434SQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $66199.00     | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36200MGS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25793 | PA      | $26424.67     | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1207260.94   | 0.03%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2256, Class MC                                                                                      | CUSIP: 3133TPS67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10048 | PA      | $10459.14     | 0.00%             | 2030-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2210, Class Z                                                                                       | CUSIP: 3133TNDG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23904 | PA      | $24938.05     | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | Truist Financial Corp.                                                                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1623905.33   | 0.05%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-88, Class VI                                                                                    | CUSIP: 31396XUU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435423 | PA      | $36694.49     | 0.00%             | 2037-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                               | Mitsubishi UFJ Financial Group, Inc.                                                                                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $917077.58    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                              | Elevance Health, Inc.                                                                                                    | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437456.12    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20694.81     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-11, Class QF                                                                                    | CUSIP: 31392BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1109 | PA      | $1107.35      | 0.00%             | 2032-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CZN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       608 | PA      | $612.10       | 0.00%             | 2028-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-103, Class MB                                                                                   | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63496 | PA      | $63838.65     | 0.00%             | 2039-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GE Capital Mortgage Services, Inc. Trust                           | GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M                                                       | CUSIP: 36157RD93<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15210 | PA      | $13525.85     | 0.00%             | 2029-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-49, Class SC                                                                                    | CUSIP: 31398P5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102618 | PA      | $100836.71    | 0.00%             | 2040-03-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                 | Vodafone Group plc                                                                                                       | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1337313.66   | 0.04%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $158640.62    | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2022-SFR2, Class E1                                                                   | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3930613.20   | 0.11%             | 2027-04-17      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LH3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7251000 | PA      | $7293601.00   | 0.21%             | 2034-11-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2733, Class SB                                                                                      | CUSIP: 31394NUY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19372 | PA      | $19132.27     | 0.00%             | 2033-10-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46466200 | PA      | $46193936.88  | 1.31%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617X0T92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2991113 | PA      | $3109856.35   | 0.09%             | 2071-10-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2799000 | PA      | $2466873.35   | 0.07%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | Canadian Imperial Bank of Commerce                                                                                       | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2832650.21   | 0.08%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                    | Oncor Electric Delivery Co. LLC                                                                                          | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115176.96    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                | Kinder Morgan, Inc.                                                                                                      | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12723.02     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4240, Class B                                                                                       | CUSIP: 3137B3TZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1912390 | PA      | $1850419.40   | 0.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-20CB, Class 3A8                                                                      | CUSIP: 12667GQN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860303 | PA      | $44802.93     | 0.00%             | 2035-07-25      | Floating      | 0.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2430, Class WF                                                                                      | CUSIP: 31339NW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78991 | PA      | $82770.40     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    298000 | PA      | $211901.64    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                        | ONEOK, Inc.                                                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2124971.23   | 0.06%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128334V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $44237.86     | 0.00%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XFZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813234 | PA      | $711118.92    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4898530 | PA      | $5116016.31   | 0.15%             | 2072-02-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H24, Class FG                                                                                          | CUSIP: 38375BXB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1825 | PA      | $1813.91      | 0.00%             | 2060-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-68, Class PG                                                                                    | CUSIP: 31394E7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110682 | PA      | $111526.83    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617F2E86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3506169 | PA      | $3377696.31   | 0.10%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2375000 | PA      | $2449114.13   | 0.07%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133B5ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249780 | PA      | $209418.35    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                       | Hilton Grand Vacations Trust, Series 2022-1D, Class A                                                                    | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34395 | PA      | $34119.06     | 0.00%             | 2034-06-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1047 | PA      | $1084.44      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140JSFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325415 | PA      | $309003.88    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                        | Masco Corp.                                                                                                              | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191596.29    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31407WSP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81918 | PA      | $82710.63     | 0.00%             | 2035-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XPAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579173 | PA      | $1380353.25   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31402Q4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47088 | PA      | $48121.19     | 0.00%             | 2034-08-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617XXDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4804464 | PA      | $5017897.73   | 0.14%             | 2072-04-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                                                                                    | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105339.58    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                    | Cameron LNG LLC                                                                                                          | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    961000 | PA      | $816219.66    | 0.02%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-74, Class SH                                                                                    | CUSIP: 31393EBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33166 | PA      | $29716.11     | 0.00%             | 2033-08-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2420, Class XK                                                                                      | CUSIP: 31339DMW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65904 | PA      | $68967.59     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                                                               | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192486.91    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1037048.43   | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HVY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5654856 | PA      | $5325152.26   | 0.15%             | 2029-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-5, Class A                               | CUSIP: 1729732E8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24664 | PA      | $14911.42     | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FedEx Corp.                                                        | FedEx Corp.                                                                                                              | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    140000 | PA      | $103694.25    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    620000 | PA      | $612411.20    | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912833XY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6780000 | PA      | $5619567.07   | 0.16%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2018-1, Class AA                                                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511727 | PA      | $489338.13    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                        | Schlumberger Holdings Corp.                                                                                              | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35204.23     | 0.00%             | 2029-05-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $414601.75    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-77, Class FG                                                                                    | CUSIP: 31396XJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22442 | PA      | $22337.27     | 0.00%             | 2037-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                | Realty Income Corp.                                                                                                      | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33090.05     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-47, Class PE                                                                                    | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54221 | PA      | $56404.16     | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $572840.63    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                   | McDonald's Corp.                                                                                                         | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1016574.05   | 0.03%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                                                                               | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237106.00    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $210710.94    | 0.01%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-64, Class FE                                                                                    | CUSIP: 31392EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $10.02        | 0.00%             | 2032-10-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                       | Fiserv, Inc.                                                                                                             | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3207721.92   | 0.09%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-79, Class DO                                                                                    | CUSIP: 31396KYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60358 | PA      | $51478.23     | 0.00%             | 2036-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                     | WP Carey, Inc.                                                                                                           | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349506.76    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                            | Quest Diagnostics, Inc.                                                                                                  | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23501.90     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DN4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4620785 | PA      | $4320058.28   | 0.12%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding                                                       | HERO Funding, Series 2018-1A, Class A2                                                                                   | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     63297 | PA      | $61708.64     | 0.00%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3012, Class ZE                                                                                      | CUSIP: 31395WX77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43010 | PA      | $45253.31     | 0.00%             | 2035-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                   | JBS USA LUX Sarl                                                                                                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1351714.89   | 0.04%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Renew                                                              | Renew, Series 2024-1A, Class A                                                                                           | CUSIP: 75973VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4066862 | PA      | $4103062.76   | 0.12%             | 2059-11-20      | Fixed         | 6.21%                 | Yes           |                  3 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                       | Guardian Life Insurance Co. of America (The)                                                                             | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    208000 | PA      | $170493.65    | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                             | Bear Stearns ARM Trust, Series 2003-7, Class 3A                                                                          | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8499 | PA      | $8537.78      | 0.00%             | 2033-10-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                        | WRKCo, Inc.                                                                                                              | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20418.68     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1820000 | PA      | $1834964.44   | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-36, Class ZA                                                                                           | CUSIP: 38374D3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260512 | PA      | $257733.26    | 0.01%             | 2038-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2                                         | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005000 | PA      | $968887.03    | 0.03%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31407KGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2510 | PA      | $2552.27      | 0.00%             | 2035-09-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| BG Beta I Ltd.                                                     | BG Beta Ltd.                                                                                                             | CUSIP: 05593PAD8<br>LEI: 254900Z3OU5JTNX05R08 | Long             | ABS-O            | CORP              | KY        |   2744000 | PA      | $2812259.74   | 0.08%             | 2054-07-16      | Fixed         | 6.28%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31296NA23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66500 | PA      | $67481.01     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    945000 | PA      | $974684.01    | 0.03%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                             | Texas Health Resources                                                                                                   | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244486.84    | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    645000 | PA      | $659583.64    | 0.02%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                                                                              | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1098806.40   | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13469500 | PA      | $12630286.98  | 0.36%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2                                          | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $3866749.74   | 0.11%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LC7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256020 | PA      | $253331.49    | 0.01%             | 2026-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132H3XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163815 | PA      | $158147.68    | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3229, Class HE                                                                                      | CUSIP: 31397BRQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1363 | PA      | $1360.68      | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3607, Class OP                                                                                      | CUSIP: 31398LQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183197 | PA      | $156296.81    | 0.00%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1160051.56   | 0.03%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LGMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2807093 | PA      | $2530701.95   | 0.07%             | 2032-05-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2089, Class PJ                                                                                      | CUSIP: 3133TGKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10398 | PA      | $569.54       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                   | Berkshire Hathaway Finance Corp.                                                                                         | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    845000 | PA      | $641664.52    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1269560.71   | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3157000 | PA      | $3053293.91   | 0.09%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                     | NiSource, Inc.                                                                                                           | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    765000 | PA      | $662494.16    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                              | Sumitomo Mitsui Financial Group, Inc.                                                                                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1315000 | PA      | $1256153.89   | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | Altria Group, Inc.                                                                                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1479946.31   | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                                               | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494779 | PA      | $408518.02    | 0.01%             | 2035-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                       | Bridge Trust, Series 2024-SFR1, Class A                                                                                  | CUSIP: 10806DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203364 | PA      | $197402.69    | 0.01%             | 2040-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                               | Charter Communications Operating LLC                                                                                     | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2073641.59   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2014-H01, Class FD                                                                                          | CUSIP: 38375UCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63478 | PA      | $63631.27     | 0.00%             | 2064-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $58378.13     | 0.00%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                                                                                | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937753.64   | 0.06%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                    | AES Corp. (The)                                                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1666823.88   | 0.05%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3133LWAF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2085208 | PA      | $1897483.44   | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $924793.60    | 0.03%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2410, Class QX                                                                                      | CUSIP: 31339NHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13304 | PA      | $1065.28      | 0.00%             | 2032-02-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-10, Class S                                                                                            | CUSIP: 38375PYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109445 | PA      | $1377.99      | 0.00%             | 2038-02-20      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                                                                                                  | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1784844.85   | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784393.10    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                              | Gray Oak Pipeline LLC                                                                                                    | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2631613.22   | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2259, Class ZM                                                                                      | CUSIP: 3133TQC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26457 | PA      | $27340.79     | 0.00%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                          | Airbus SE                                                                                                                | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $122011.60    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                                | Triton Container International Ltd.                                                                                      | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $117525.23    | 0.00%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1008437.30   | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | Banque Federative du Credit Mutuel SA                                                                                    | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $422114.76    | 0.01%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $731208.01    | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                 | PG&E Wildfire Recovery Funding LLC, Series A-5                                                                           | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $729985.68    | 0.02%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-52, Class FG                                                                                    | CUSIP: 31392EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1988 | PA      | $1988.01      | 0.00%             | 2032-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-56, Class FC                                                                                    | CUSIP: 31395NXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149875 | PA      | $148960.94    | 0.00%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1609914.56   | 0.05%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H09, Class HA                                                                                          | CUSIP: 38375BR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10021 | PA      | $9535.39      | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2020-46, Class KB                                                                                    | CUSIP: 3136BAYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7907255 | PA      | $6046456.28   | 0.17%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    765000 | PA      | $689121.15    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                          | Bank of Nova Scotia (The)                                                                                                | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $483076.37    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $219570.28    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140MJ7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2019874 | PA      | $1768421.39   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NGF75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3148 | PA      | $3264.27      | 0.00%             | 2037-04-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                      | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A6                                                                | CUSIP: 17307GLD8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      6814 | PA      | $6454.25      | 0.00%             | 2034-08-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                         | Prudential Financial, Inc.                                                                                               | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233626.28    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LEYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8350000 | PA      | $7317233.01   | 0.21%             | 2032-01-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust                                                                                        | CUSIP: 22530BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6055200.00   | 0.17%             | 2034-02-15      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Intel Corp.                                                        | Intel Corp.                                                                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    695000 | PA      | $434016.07    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H05, Class FB                                                                                          | CUSIP: 38375BL75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9579 | PA      | $9484.73      | 0.00%             | 2062-02-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2464, Class SI                                                                                      | CUSIP: 31392MWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80331 | PA      | $7119.11      | 0.00%             | 2032-02-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-68, Class KI                                                                                           | CUSIP: 38374L3B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490261 | PA      | $45758.42     | 0.00%             | 2035-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                | First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2                                          | CUSIP: 32052WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787736 | PA      | $66342.64     | 0.00%             | 2037-08-25      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                         | Tennessee Valley Authority                                                                                               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   6909000 | PA      | $7658687.44   | 0.22%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912833XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11800000 | PA      | $9561858.48   | 0.27%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31390MLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2630 | PA      | $2682.26      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                            | Kingdom of Saudi Arabia                                                                                                  | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    550000 | PA      | $344388.00    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-72, Class SB                                                                                    | CUSIP: 31394EWU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       808 | PA      | $849.44       | 0.00%             | 2035-08-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                     | Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-1                               | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    604629 | PA      | $621286.70    | 0.02%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                  | Tyson Foods, Inc.                                                                                                        | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    920000 | PA      | $958638.57    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3152, Class MO                                                                                      | CUSIP: 31396R2P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80941 | PA      | $71274.85     | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-60, Class HT                                                                                    | CUSIP: 31396QPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139356 | PA      | $148239.98    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $358419.94    | 0.01%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410GFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3282 | PA      | $3324.19      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UOG ABS Issuer I LLC                                               | UOG ABS Issuer LLC, Series 2023-1, Class A1                                                                              | CUSIP: 90319TAA1<br>LEI: 254900YID84NR2CXVT21 | Long             | ABS-O            | CORP              | US        |   1438650 | PA      | $1481089.80   | 0.04%             | 2040-06-05      | Fixed         | 8.35%                 | Yes           |                  3 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19770000 | PA      | $20446504.69  | 0.58%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $158836.51    | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D                                                               | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2533039.50   | 0.07%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $891206.30    | 0.03%             | 2031-05-23      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11                                                           | CUSIP: 17307GRM2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     63981 | PA      | $64106.01     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2344, Class ZD                                                                                      | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152186 | PA      | $158616.37    | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31415RBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55770 | PA      | $58485.55     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $2241650.40   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31404EVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11088 | PA      | $11276.92     | 0.00%             | 2034-01-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                | CommonSpirit Health                                                                                                      | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508707.71    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                               | Northern Trust Corp.                                                                                                     | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7820.97      | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                        | L3Harris Technologies, Inc.                                                                                              | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.72      | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                 | Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA                                                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186053 | PA      | $183151.36    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-58, Class BE                                                                                           | CUSIP: 38374BNE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187378 | PA      | $186825.79    | 0.01%             | 2033-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                          | GSMPS Mortgage Loan Trust, Series 2006-RP2, Class 1AS2                                                                   | CUSIP: 36298XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182496 | PA      | $70965.23     | 0.00%             | 2036-04-25      | Variable      | 1.51%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-14, Class ES                                                                                    | CUSIP: 31396PC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217497 | PA      | $23419.90     | 0.00%             | 2037-03-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                | DT Auto Owner Trust, Series 2022-3A, Class D                                                                             | CUSIP: 23345RAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3577867.30   | 0.10%             | 2028-07-17      | Fixed         | 8.14%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-46, Class QB                                                                                    | CUSIP: 31393YT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50510 | PA      | $54091.95     | 0.00%             | 2034-05-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $3985953.14   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31418CC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49848 | PA      | $46038.75     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $475059.38    | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                 | NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1                                                             | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113762 | PA      | $102805.40    | 0.00%             | 2034-10-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2125, Class JZ                                                                                      | CUSIP: 3133TJHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11507 | PA      | $11679.18     | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                                                                                    | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    980000 | PA      | $820683.85    | 0.02%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-97, Class KI                                                                                    | CUSIP: 31396XB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212960 | PA      | $14819.81     | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                 | Republic of Poland                                                                                                       | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    921000 | PA      | $863815.11    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H18, Class JA                                                                                          | CUSIP: 38375B7P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199996 | PA      | $200266.07    | 0.01%             | 2063-08-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XLF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194046 | PA      | $195776.81    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                        | ONEOK, Inc.                                                                                                              | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26147.09     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1295136.84   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31371NL37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       699 | PA      | $724.60       | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3925, Class FL                                                                                      | CUSIP: 3137AFGG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19605 | PA      | $19584.20     | 0.00%             | 2041-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31407LE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11997 | PA      | $12076.15     | 0.00%             | 2036-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                | Cisco Systems, Inc.                                                                                                      | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1490619.07   | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                         | AerCap Ireland Capital DAC                                                                                               | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    230000 | PA      | $237407.80    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                               | FREMF Mortgage Trust, Series 2019-K101, Class B                                                                          | CUSIP: 30298YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $167609.94    | 0.00%             | 2052-10-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31371PAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57798 | PA      | $61843.87     | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bedrock Abs I LLC                                                  | Bedrock ABS I LLC                                                                                                        | CUSIP: 076909AA8<br>LEI: 25490001S3H0GYUMTK70 | Long             | ABS-O            | CORP              | US        |   1985225 | PA      | $2048454.72   | 0.06%             | 2037-12-27      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-37, Class Z                                                                                     | CUSIP: 31392DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19386 | PA      | $20042.91     | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                             | NXP BV                                                                                                                   | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25065.50     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR12, Class 2P                                                | CUSIP: 93363NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31096 | PA      | $27709.25     | 0.00%             | 2036-10-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Whole Loan, Series 2007-54, Class FA                                                                        | CUSIP: 31396WFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85554 | PA      | $84839.23     | 0.00%             | 2037-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                              | Quanta Services, Inc.                                                                                                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1342031.33   | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                | EOG Resources, Inc.                                                                                                      | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81193.49     | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2004-16, Class GC                                                                                           | CUSIP: 38374FHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33878 | PA      | $34227.80     | 0.00%             | 2034-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                    | Wingspire Equipment Finance LLC, Series 2024-1A, Class B                                                                 | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4029407.20   | 0.11%             | 2032-09-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                              | Kraft Heinz Foods Co.                                                                                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    629000 | PA      | $500884.78    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                           | JBS USA Holding Lux Sarl                                                                                                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1347000 | PA      | $1477172.73   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3                                                                       | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23812 | PA      | $24472.03     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QS6G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50998 | PA      | $51848.50     | 0.00%             | 2036-11-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-14, Class GZ                                                                                    | CUSIP: 31396PE23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4623 | PA      | $4864.39      | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                 | Evergy Metro, Inc.                                                                                                       | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33824.89     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3957, Class B                                                                                       | CUSIP: 3137AHAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61421 | PA      | $60088.80     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LJBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5186270.65   | 0.15%             | 2030-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                               | Charter Communications Operating LLC                                                                                     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1141199.80   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                | NatWest Markets plc                                                                                                      | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2594587.70   | 0.07%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                   | NRG Energy, Inc.                                                                                                         | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    795000 | PA      | $759023.03    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                 | British Airways Pass-Through Trust, Series 2019-1, Class AA                                                              | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520456 | PA      | $489023.63    | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class AM                                          | CUSIP: 3137FCJL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153000 | PA      | $150751.83    | 0.00%             | 2027-12-25      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                           | JBS USA Holding Lux Sarl                                                                                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1813878.05   | 0.05%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2163, Class PC                                                                                      | CUSIP: 3133TLFS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3112 | PA      | $174.33       | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NV3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2325000 | PA      | $2364801.91   | 0.07%             | 2029-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2176, Class OJ                                                                                      | CUSIP: 3133TLTY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23686 | PA      | $23921.01     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-53, Class SW                                                                                           | CUSIP: 38375LGF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15348 | PA      | $16784.20     | 0.00%             | 2037-09-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-28CB, Class 3A5                                                                      | CUSIP: 12667GYN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45742 | PA      | $17186.07     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1                                                                       | CUSIP: 31395N5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82814 | PA      | $81781.86     | 0.00%             | 2046-02-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XHZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2119887 | PA      | $1852994.00   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133BMM44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1055216 | PA      | $1045635.83   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3014, Class OD                                                                                      | CUSIP: 31395XBJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18132 | PA      | $15836.57     | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                               | Jackson National Life Global Funding                                                                                     | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39656.67     | 0.00%             | 2026-04-29      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2399, Class TH                                                                                      | CUSIP: 31339MWA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42384 | PA      | $44332.80     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                            | Entergy Mississippi LLC                                                                                                  | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629696.77    | 0.02%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2016-2, Class A                                                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    832537 | PA      | $784960.52    | 0.02%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2423, Class MC                                                                                      | CUSIP: 31339WBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40208 | PA      | $41998.06     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L5FA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45286 | PA      | $45110.63     | 0.00%             | 2025-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-90, Class PM                                                                                    | CUSIP: 3136AF6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694000 | PA      | $1571487.21   | 0.04%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-131, Class CH                                                                                   | CUSIP: 31393UZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18007 | PA      | $18784.19     | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                | Entergy Texas, Inc.                                                                                                      | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84607.16     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $730090.43    | 0.02%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                           | UnitedHealth Group, Inc.                                                                                                 | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $365422.01    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2015-H15, Class FJ                                                                                          | CUSIP: 38376RDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    670987 | PA      | $670680.74    | 0.02%             | 2065-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2017-H08, Class XI                                                                                          | CUSIP: 38376R2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2378373 | PA      | $101455.44    | 0.00%             | 2067-03-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1720000 | PA      | $1758858.09   | 0.05%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2020-M50, Class X1                                                                                     | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17481107 | PA      | $680205.61    | 0.02%             | 2030-10-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H01, Class FA                                                                                          | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $23.82        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140W0DB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6990566 | PA      | $5881887.40   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3622AAXX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3050362 | PA      | $2739375.65   | 0.08%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-4, Class 10A1                                                                  | CUSIP: 576434QG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30238 | PA      | $9846.99      | 0.00%             | 2024-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                     | Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1                                               | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70061 | PA      | $67008.45     | 0.00%             | 2034-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2027706.20   | 0.06%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                            | Aon North America, Inc.                                                                                                  | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $577933.23    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                            | Arrow Electronics, Inc.                                                                                                  | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52976.42     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-101, Class AE                                                                                   | CUSIP: 3136AGC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723923 | PA      | $1666392.44   | 0.05%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                 | General Motors Financial Co., Inc.                                                                                       | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113860.82    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                        | Intel Corp.                                                                                                              | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $542557.47    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                           | JBS USA Holding Lux SARL                                                                                                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1305000 | PA      | $1226590.12   | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                         | AMSR Trust, Series 2021-SFR3, Class C                                                                                    | CUSIP: 00180UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1540696.80   | 0.04%             | 2038-10-17      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2445200.90   | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 365, Class 8                                                                                        | CUSIP: 3136FCZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89240 | PA      | $16235.34     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140J73J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315867 | PA      | $1275394.63   | 0.04%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2021-95, Class GA                                                                                    | CUSIP: 3136BKUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7710142 | PA      | $6506387.51   | 0.19%             | 2051-03-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1426561.08   | 0.04%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-13, Class SJ                                                                                    | CUSIP: 31392A7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53054 | PA      | $936.08       | 0.00%             | 2032-03-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                         | DOC DR LLC                                                                                                               | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54699.49     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31403DTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26744 | PA      | $27417.18     | 0.00%             | 2035-04-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                         | Mars, Inc.                                                                                                               | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2301869.90   | 0.07%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                   | HGI CRE CLO Ltd., Series 2022-FL3, Class B                                                                               | CUSIP: 403950AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500712.50   | 0.04%             | 2037-04-20      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                      | Duquesne Light Holdings, Inc.                                                                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735443.84    | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2022-154, Class JZ                                                                                          | CUSIP: 38383YUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1424966 | PA      | $1262179.59   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                                                                             | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2725000 | PA      | $2821964.33   | 0.08%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3117, Class OK                                                                                      | CUSIP: 31396HVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64115 | PA      | $56046.59     | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Inflation Indexed Bonds                                                                                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450714 | PA      | $473666.90    | 0.01%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3138EQLH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444789 | PA      | $444390.74    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS07, Class A2                                          | CUSIP: 3137BS6F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $149520.47    | 0.00%             | 2025-09-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2023-M8, Class A2                                                                                      | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3290000 | PA      | $3309676.50   | 0.09%             | 2033-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                        | Toronto-Dominion Bank (The)                                                                                              | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1466106.04   | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA, Grantor Trust                                                | FNMA, Grantor Trust, Series 2017-T1, Class A                                                                             | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4803262 | PA      | $4697717.38   | 0.13%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp., Series 21A                                                                               | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    420000 | PA      | $265336.99    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                  | BAT Capital Corp.                                                                                                        | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11342.68     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                          | Aon Corp.                                                                                                                | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $85773.37     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                | Graphic Packaging International LLC                                                                                      | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1218844.85   | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138MDZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57927 | PA      | $57331.26     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2005-6, Class 2A7                                                                  | CUSIP: 05946XP23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99959 | PA      | $90135.85     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                           | UnitedHealth Group, Inc.                                                                                                 | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    815000 | PA      | $661556.58    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202DLE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9372 | PA      | $9645.72      | 0.00%             | 2031-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Triad Holdings III LLC                                             | Triad Holdings III LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3051917 | PA      | $3051916.64   | 0.09%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| American Express Co.                                               | American Express Co.                                                                                                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63738.99     | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132WVVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446842 | PA      | $381880.26    | 0.01%             | 2037-06-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                  | ONEOK Partners LP                                                                                                        | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    370000 | PA      | $400794.10    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                          | PG&E Recovery Funding LLC, Series A-3                                                                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1324898.46   | 0.04%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                   | CVS Health Corp.                                                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99385.43     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    435000 | PA      | $443173.24    | 0.01%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $549554.38    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                    | Danske Bank A/S                                                                                                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1535000 | PA      | $1601911.79   | 0.05%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    805000 | PA      | $759286.39    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3329969 | PA      | $3170458.52   | 0.09%             | 2032-10-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                     | NNN REIT, Inc.                                                                                                           | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174988.29    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                         | CPS Auto Receivables Trust, Series 2022-D, Class C                                                                       | CUSIP: 12663UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3663900 | PA      | $3697711.93   | 0.11%             | 2029-01-16      | Fixed         | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                      | Air Canada Pass-Through Trust, Series 2017-1, Class A                                                                    | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    458102 | PA      | $431766.69    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31402CZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5876 | PA      | $5931.91      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140W12D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7475372 | PA      | $6283525.59   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31408EN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15693 | PA      | $15688.20     | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                                                                                                  | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7133.67      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                | Kinder Morgan, Inc.                                                                                                      | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1331669.16   | 0.04%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                       | Nutrien Ltd.                                                                                                             | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $429133.99    | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                              | Time Warner Cable LLC                                                                                                    | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    359000 | PA      | $324376.16    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                          | Vistra Operations Co. LLC                                                                                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    610000 | PA      | $621899.27    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                       | Brooklyn Union Gas Co. (The)                                                                                             | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    460000 | PA      | $356790.24    | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2075, Class PM                                                                                      | CUSIP: 3133TGCK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22891 | PA      | $23150.75     | 0.00%             | 2028-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 355, Class 11                                                                                       | CUSIP: 3136FCNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58346 | PA      | $7007.11      | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2534839.83   | 0.07%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                        | L3Harris Technologies, Inc.                                                                                              | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54723.92     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $118662.32    | 0.00%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                              | Global Payments, Inc.                                                                                                    | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    371000 | PA      | $380062.57    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Resolution Funding Corp.                                           | Resolution Funding Corp. STRIPS                                                                                          | CUSIP: 76116EGH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     50000 | PA      | $49238.95     | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                         | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                                  | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15340000 | PA      | $12734303.57  | 0.36%             | 2055-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912833PC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $260911.92    | 0.01%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065000 | PA      | $2089783.59   | 0.06%             | 2032-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                     | Public Service Co. of Oklahoma, Series G                                                                                 | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2723040.74   | 0.08%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2015-H23, Class FB                                                                                          | CUSIP: 38376RHF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593530 | PA      | $593775.69    | 0.02%             | 2065-09-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31403KWA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18347 | PA      | $18506.05     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17985000 | PA      | $18946073.44  | 0.54%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-52, Class AP                                                                                           | CUSIP: 38373QR86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38120 | PA      | $33971.75     | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                           | Bimbo Bakeries USA, Inc.                                                                                                 | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.01%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29215000 | PA      | $23147135.94  | 0.66%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3138WCQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42957 | PA      | $40995.05     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-4, Class MZ                                                                                            | CUSIP: 38373YD92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19772 | PA      | $19717.15     | 0.00%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                              | Cheniere Energy, Inc.                                                                                                    | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $704371.86    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138MN2S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203358 | PA      | $199307.99    | 0.01%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                    | Starbucks Corp.                                                                                                          | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93711.54     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202DWX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18965 | PA      | $19874.56     | 0.00%             | 2033-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128Q3NB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6841 | PA      | $7054.32      | 0.00%             | 2036-05-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                     | Shell International Finance BV                                                                                           | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $39981.91     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                 | HERO Funding Trust, Series 2016-2A, Class A                                                                              | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14838 | PA      | $14436.74     | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36202SD54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22721 | PA      | $23397.13     | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138WQAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466630 | PA      | $454539.44    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni USA, Inc.                                                      | Eni USA, Inc.                                                                                                            | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15954.16     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14125000 | PA      | $11318790.21  | 0.32%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886576.73    | 0.03%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-52, Class KB                                                                                    | CUSIP: 313921KW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10995 | PA      | $11262.07     | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5                                                            | CUSIP: 17307GBH0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      8155 | PA      | $7822.54      | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2230, Class Z                                                                                       | CUSIP: 3133TNSS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11683 | PA      | $12112.05     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72259.50     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    929000 | PA      | $921875.65    | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-21, Class LO                                                                                    | CUSIP: 31392CNN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2736 | PA      | $2390.18      | 0.00%             | 2032-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                        | Penske Truck Leasing Co. LP                                                                                              | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41241.51     | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69580.55     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                   | Nevada Power Co.                                                                                                         | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564952.01    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1254403.91   | 0.04%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                              | Gilead Sciences, Inc.                                                                                                    | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $2765256.82   | 0.08%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2022-M1S, Class A2                                                                                     | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5675000 | PA      | $4965256.13   | 0.14%             | 2032-04-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037574.90   | 0.06%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA                                                                                                       | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2703345.09   | 0.08%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31412BTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55503 | PA      | $57146.87     | 0.00%             | 2034-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | Enterprise Products Operating LLC                                                                                        | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92582.63     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H21, Class CF                                                                                          | CUSIP: 38375BWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       406 | PA      | $406.23       | 0.00%             | 2061-05-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                           | Lloyds Banking Group plc                                                                                                 | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $961440.59    | 0.03%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348210.23    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp.                                                          | Aon Corp.                                                                                                                | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67271.45     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                             | Keurig Dr. Pepper, Inc.                                                                                                  | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42028.45     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3                                                               | CUSIP: 31393YU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160863 | PA      | $165948.80    | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31414UW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2372 | PA      | $2457.08      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                   | Ventas Realty LP                                                                                                         | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106847.26    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                            | Reynolds American, Inc.                                                                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173659.87    | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                              | Kraft Heinz Foods Co.                                                                                                    | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $754856.19    | 0.02%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    915000 | PA      | $597688.42    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                         | RALI Trust, Series 2004-QA6, Class NB2                                                                                   | CUSIP: 76110HH44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168081 | PA      | $156102.57    | 0.00%             | 2034-12-26      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                | Bank of New Zealand                                                                                                      | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    910000 | PA      | $936784.89    | 0.03%             | 2029-01-30      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Lending Funding Trust                                              | Lending Funding Trust, Series 2020-2A, Class C                                                                           | CUSIP: 51507KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795000 | PA      | $1766904.30   | 0.05%             | 2031-04-21      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5975.63      | 0.00%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H26, Class MA                                                                                          | CUSIP: 38375BYQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2984 | PA      | $2981.01      | 0.00%             | 2062-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                        | Prologis LP                                                                                                              | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    905000 | PA      | $583997.84    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                 | ITC Holdings Corp.                                                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    505000 | PA      | $474542.51    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    651000 | PA      | $605457.01    | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                      | AIB Group plc                                                                                                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1559398.47   | 0.04%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Children's Hospital                                                | Children's Hospital, Series 2020                                                                                         | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $407148.93    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                       | Ameren Corp.                                                                                                             | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119436.02    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                       | FirstEnergy Transmission LLC                                                                                             | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199095.82    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    880000 | PA      | $772941.70    | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                       | Verizon Communications, Inc.                                                                                             | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $716036.85    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2234, Class PZ                                                                                      | CUSIP: 3133TNXB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12327 | PA      | $12882.10     | 0.00%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1915000 | PA      | $1705422.71   | 0.05%             | 2032-06-09      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LG5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2172000 | PA      | $2117256.52   | 0.06%             | 2032-08-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A                                                                  | CUSIP: 31393AP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24018 | PA      | $24324.97     | 0.00%             | 2042-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3905034 | PA      | $3250318.24   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                 | Puget Energy, Inc.                                                                                                       | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    715000 | PA      | $727264.88    | 0.02%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16983281.16  | 0.48%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                    | Children's Hospital Corp. (The), Series 2020                                                                             | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    580000 | PA      | $345460.88    | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society                                                                                              | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2699577.42   | 0.08%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                     | Takeda Pharmaceutical Co. Ltd.                                                                                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1486000 | PA      | $969612.86    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                | Kimco Realty OP LLC                                                                                                      | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151911.94    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                                                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1057000 | PA      | $1033682.18   | 0.03%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                   | McDonald's Corp.                                                                                                         | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689232.35    | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418MZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031457 | PA      | $1095395.88   | 0.03%             | 2035-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-21, Class PE                                                                                    | CUSIP: 31392CPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26191 | PA      | $27334.37     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NVNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5135622.05   | 0.15%             | 2030-08-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                               | Westgate Resorts LLC, Series 2022-1A, Class A                                                                            | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64405 | PA      | $63537.85     | 0.00%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39680000 | PA      | $40614650.10  | 1.15%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35246 | PA      | $37536.38     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2436, Class MC                                                                                      | CUSIP: 3133TVR99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16015 | PA      | $16334.03     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1890, Class H                                                                                       | CUSIP: 3133T85L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       450 | PA      | $450.58       | 0.00%             | 2026-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2380000 | PA      | $2485192.24   | 0.07%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2018-M14, Class A2                                                                                     | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200496 | PA      | $198133.24    | 0.01%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 3                                                              | CUSIP: 17307GCA4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      5811 | PA      | $4092.66      | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3790010 | PA      | $3439584.50   | 0.10%             | 2032-03-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $930309.93    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                 | Credit Agricole SA                                                                                                       | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    639000 | PA      | $650102.97    | 0.02%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31410S5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24078 | PA      | $24874.41     | 0.00%             | 2034-10-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                            | JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1                                                                       | CUSIP: 46628KAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13305 | PA      | $13190.89     | 0.00%             | 2034-08-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                        | Huntington Bancshares, Inc.                                                                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1108271.60   | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31410XDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43928 | PA      | $45695.87     | 0.00%             | 2036-10-01      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26663.45     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Whole Loan, Series 2007-101, Class A2                                                                       | CUSIP: 31396XC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148133 | PA      | $149481.95    | 0.00%             | 2036-06-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1997-29, Class J                                                                                     | CUSIP: 31359PFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1415 | PA      | $1427.41      | 0.00%             | 2027-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2410, Class QS                                                                                      | CUSIP: 31339NJ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32579 | PA      | $35163.43     | 0.00%             | 2032-02-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                | Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MTU                                                            | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5738295 | PA      | $4984933.67   | 0.14%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152207.37    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust                   | Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A                                                 | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4080000 | PA      | $4091113.92   | 0.12%             | 2030-10-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QMQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231436 | PA      | $194286.08    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                              | Gilead Sciences, Inc.                                                                                                    | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8261.30      | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1485000 | PA      | $1562478.36   | 0.04%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49200000 | PA      | $50733656.50  | 1.44%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81312.10     | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406VQ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29725 | PA      | $29834.21     | 0.00%             | 2035-05-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                                                                             | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $680631.31    | 0.02%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A                                                                  | CUSIP: 31392GWB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91210 | PA      | $91599.67     | 0.00%             | 2042-12-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140MLRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1301033 | PA      | $1215955.94   | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31403MJ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24238 | PA      | $24498.90     | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10930000 | PA      | $8559051.94   | 0.24%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                           | Lloyds Banking Group plc                                                                                                 | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $476977.78    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class B                                                        | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1533863.55   | 0.04%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2505, Class D                                                                                       | CUSIP: 31392UBG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16489 | PA      | $16952.32     | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31400RV24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2120 | PA      | $2126.35      | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                      | Honeywell International, Inc.                                                                                            | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1115960.09   | 0.03%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31402HJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10554 | PA      | $10784.47     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128LULR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4027 | PA      | $4156.46      | 0.00%             | 2037-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2835, Class QO                                                                                      | CUSIP: 31395FEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6218 | PA      | $5562.12      | 0.00%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                       | Fiserv, Inc.                                                                                                             | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115496.51    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                          | GSMPS Mortgage Loan Trust, Series 2001-2, Class A                                                                        | CUSIP: 36228FEC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196151 | PA      | $192182.12    | 0.01%             | 2032-06-19      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QSZR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6836 | PA      | $7068.73      | 0.00%             | 2036-11-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                                                                              | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    780000 | PA      | $818666.71    | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-80, Class SA                                                                                    | CUSIP: 31397MRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155744 | PA      | $13249.53     | 0.00%             | 2038-09-25      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XCS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394192 | PA      | $331416.63    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                              | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                                                                       | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2001917.40   | 0.06%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                                                       | Ecolab, Inc.                                                                                                             | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3563.90      | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                | Union Pacific Corp.                                                                                                      | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7284.60      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                               | Meta Platforms, Inc.                                                                                                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    875000 | PA      | $839372.36    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QMDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9820618 | PA      | $8233814.11   | 0.23%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3047, Class OD                                                                                      | CUSIP: 31396CJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168532 | PA      | $173333.07    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7                                                | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5890 | PA      | $5666.26      | 0.00%             | 2033-10-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    772000 | PA      | $462474.32    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-51, Class SY                                                                                    | CUSIP: 31393Y4T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26346 | PA      | $27012.91     | 0.00%             | 2034-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                            | Jonah Energy ABS LLC, Series 2025-1A, Class A1                                                                           | CUSIP: 479913AD7<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   2930105 | PA      | $2969075.27   | 0.08%             | 2040-12-10      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138WQH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302913 | PA      | $296061.74    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                   | Amazon.com, Inc.                                                                                                         | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24412.76     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2015-H15, Class FD                                                                                          | CUSIP: 38376RDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312916 | PA      | $312734.82    | 0.01%             | 2065-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36225BYK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23521 | PA      | $24784.16     | 0.00%             | 2033-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A                                                  | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16157 | PA      | $15808.01     | 0.00%             | 2033-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                         | PRET Trust, Series 2024-RPL2, Class A1                                                                                   | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3596789 | PA      | $3454615.74   | 0.10%             | 2064-06-25      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co., Series 08-A                                                                              | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204461.18    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3607                                                                                                | CUSIP: 31398LQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77599 | PA      | $64539.69     | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                            | Duke Energy Florida LLC                                                                                                  | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1449670.27   | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15858966 | PA      | $14049775.07  | 0.40%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3260, Class CS                                                                                      | CUSIP: 31397ELL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109499 | PA      | $10205.64     | 0.00%             | 2037-01-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 383, Class 32                                                                                       | CUSIP: 3136FFPD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22896 | PA      | $4104.06      | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2018-M8, Class A2                                                                                      | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2037479 | PA      | $2007483.88   | 0.06%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society                                                                                              | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196031.92    | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2022-7, Class C                                                           | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153120.12    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                 | Credit Agricole SA                                                                                                       | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    571000 | PA      | $587081.11    | 0.02%             | 2030-01-10      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QM6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760495 | PA      | $1541356.29   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LKMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1972222 | PA      | $1985654.88   | 0.06%             | 2033-06-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                               | FREMF Mortgage Trust, Series 2020-K737, Class B                                                                          | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $540652.04    | 0.02%             | 2053-01-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                       | Goodman US Finance Three LLC                                                                                             | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21690.72     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Ohio State University (The)                                        | Ohio State University (The), General Receipts, Series 2011A                                                              | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1563000 | PA      | $1284443.39   | 0.04%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                       | Mondelez International, Inc.                                                                                             | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $510106.34    | 0.01%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                | New York State Electric & Gas Corp.                                                                                      | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10869.42     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust               | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2                                           | CUSIP: 65535VAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17767 | PA      | $18082.13     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                         | Charles Schwab Corp. (The)                                                                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157560.55    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                    | Western Funding Auto Loan Trust, Series 2025-1, Class A                                                                  | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201919.38    | 0.01%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                            | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                                                         | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   4976831 | PA      | $5061934.94   | 0.14%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140J73H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87952 | PA      | $83700.99     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2534991 | PA      | $2452283.78   | 0.07%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHVP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5749 | PA      | $5979.09      | 0.00%             | 2037-03-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                   | ABN AMRO Bank NV                                                                                                         | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2763285.79   | 0.08%             | 2035-12-03      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1288987.18   | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                           | Marathon Petroleum Corp.                                                                                                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54753.39     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LH3Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10120000 | PA      | $9769423.87   | 0.28%             | 2032-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1987, Class PE                                                                                      | CUSIP: 3133TBEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3595 | PA      | $3627.56      | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2021-M3, Class X1                                                                                      | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3097900 | PA      | $199744.21    | 0.01%             | 2033-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363384 | PA      | $316509.59    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                       | Santander Holdings USA, Inc.                                                                                             | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    670000 | PA      | $711974.71    | 0.02%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                 | HERO Funding Trust, Series 2017-1A, Class A2                                                                             | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600135 | PA      | $579941.51    | 0.02%             | 2047-09-20      | Fixed         | 4.46%                 | Yes           |                  3 | On Loan: No      |
| Sigeco Securitization I LLC                                        | Sigeco Securitization I LLC, Series A1                                                                                   | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    822924 | PA      | $836802.88    | 0.02%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                             | Bear Stearns ARM Trust, Series 2004-1, Class 12A1                                                                        | CUSIP: 07384MG48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109134 | PA      | $97585.71     | 0.00%             | 2034-04-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3385, Class SN                                                                                      | CUSIP: 31397PAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23244 | PA      | $1629.55      | 0.00%             | 2037-11-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10379 | PA      | $10827.37     | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31371NMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       958 | PA      | $978.44       | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LYA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210443 | PA      | $202955.05    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                | Suncor Energy, Inc.                                                                                                      | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    677000 | PA      | $732324.25    | 0.02%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                            | MVW LLC, Series 2019-2A, Class B                                                                                         | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554943 | PA      | $549212.77    | 0.02%             | 2038-10-20      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                     | Interstate Power and Light Co.                                                                                           | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    765000 | PA      | $723635.51    | 0.02%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-16, Class OA                                                                                    | CUSIP: 31394V4X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43203 | PA      | $38635.72     | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1178470.17   | 0.03%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31405H4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37555 | PA      | $38188.55     | 0.00%             | 2034-08-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                    | BAE Systems plc                                                                                                          | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1007000 | PA      | $886138.33    | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1486839.06   | 0.04%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140MLRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420605 | PA      | $1418837.67   | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                         | MMAF Equipment Finance LLC, Series 2024-A, Class A4                                                                      | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1206100 | PA      | $1246492.89   | 0.04%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                | Bank of New York Mellon Corp. (The), Series J                                                                            | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156517.53    | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV                                                                                                             | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    361000 | PA      | $367072.08    | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                              | MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7                                                         | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110647 | PA      | $106229.33    | 0.00%             | 2034-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RT Fin LLC                                                         | RT Fin LLC                                                                                                               | CUSIP: 74983KAA9<br>LEI: 2549000QL0MZ8X7VL058 | Long             | ABS-O            | CORP              | US        |   2097388 | PA      | $2136640.60   | 0.06%             | 2043-10-15      | Fixed         | 7.85%                 | No            |                  3 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                          | Consolidated Edison Co. of New York, Inc.                                                                                | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $716344.02    | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2017-M3, Class A2                                                                                      | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751351 | PA      | $735427.47    | 0.02%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L9X98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4310713 | PA      | $4221229.97   | 0.12%             | 2027-06-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    628000 | PA      | $648888.17    | 0.02%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2488590 | PA      | $2217348.68   | 0.06%             | 2034-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                            | Lendingpoint Asset Securitization Trust, Series 2022-B, Class B                                                          | CUSIP: 52606WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222550 | PA      | $3174813.93   | 0.09%             | 2029-10-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                   | DTE Electric Co., Series B                                                                                               | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1365773.76   | 0.04%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                  | Merck & Co., Inc.                                                                                                        | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    965000 | PA      | $554110.09    | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    685000 | PA      | $761379.03    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4206093.75   | 0.12%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4896908 | PA      | $4138365.38   | 0.12%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $996982.97    | 0.03%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LAF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6981722 | PA      | $6266758.46   | 0.18%             | 2035-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                        | Mayo Clinic, Series 2016                                                                                                 | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178409.68    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14975000 | PA      | $10851610.39  | 0.31%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | Corebridge Global Funding                                                                                                | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95274.64     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF                                                                       | CUSIP: 31394B2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92102 | PA      | $91229.65     | 0.00%             | 2044-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1981, Class Z                                                                                       | CUSIP: 3133TAUE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1885 | PA      | $1884.02      | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                       | Fiserv, Inc.                                                                                                             | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391345.50    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3                                                              | CUSIP: 12669GBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79569 | PA      | $76281.63     | 0.00%             | 2034-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XJGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2714239 | PA      | $2628543.74   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3607, Class BO                                                                                      | CUSIP: 31398LQM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43282 | PA      | $37930.59     | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                              | Westlake Automobile Receivables Trust, Series 2023-4A, Class C                                                           | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2632000 | PA      | $2695471.21   | 0.08%             | 2028-11-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142928.12    | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                  | Healthpeak OP LLC                                                                                                        | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    772000 | PA      | $750084.75    | 0.02%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                             | Banc of America Alternative Loan Trust, Series 2006-4, Class 1A4                                                         | CUSIP: 05950AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213896 | PA      | $194664.66    | 0.01%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 310                                                                                                | CUSIP: 3132HTSS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485805 | PA      | $374224.12    | 0.01%             | 2043-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                            | Arrow Electronics, Inc.                                                                                                  | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10856.97     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                 | Southern Power Co.                                                                                                       | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14175.39     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2840000 | PA      | $2898963.51   | 0.08%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                     | AIA Group Ltd.                                                                                                           | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    520000 | PA      | $405995.20    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp.                                                                                           | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19395.37     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                          | Consolidated Edison Co. of New York, Inc., Series 12-A                                                                   | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7631.43      | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                         | AerCap Ireland Capital DAC                                                                                               | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    235000 | PA      | $240442.11    | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                                       | MASTR Resecuritization Trust, Series 2005-PO, Class 3                                                                    | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37877 | PA      | $28597.70     | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LKDU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904000 | PA      | $1935227.83   | 0.06%             | 2032-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65181.67     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 20 Year                                                                                                      | CUSIP: 3132D9DH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1028827 | PA      | $1001309.74   | 0.03%             | 2035-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                                                             | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301168.74    | 0.01%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-19, Class IP                                                                                    | CUSIP: 31397NUK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323890 | PA      | $55398.03     | 0.00%             | 2036-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                     | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A23                                                | CUSIP: 225458QV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763410 | PA      | $787560.62    | 0.02%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                 | Credit Agricole SA                                                                                                       | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2630000 | PA      | $2690165.96   | 0.08%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2022-M2S, Class A2                                                                                     | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225000 | PA      | $4068933.99   | 0.12%             | 2032-08-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31381BJC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2744 | PA      | $2806.17      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1997-27, Class J                                                                                     | CUSIP: 31359NR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       496 | PA      | $500.59       | 0.00%             | 2027-04-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                       | San Diego Gas & Electric Co.                                                                                             | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69918.89     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2466, Class PH                                                                                      | CUSIP: 31392MN99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74971 | PA      | $78545.21     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                               | FirstKey Homes Trust, Series 2022-SFR3, Class C                                                                          | CUSIP: 33768EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3466000 | PA      | $3442030.53   | 0.10%             | 2038-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36183SYB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    627180 | PA      | $599402.88    | 0.02%             | 2045-03-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-79, Class SY                                                                                           | CUSIP: 383742AS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91104 | PA      | $456.65       | 0.00%             | 2037-12-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NY6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5009303.35   | 0.14%             | 2032-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                           | Electricite de France SA                                                                                                 | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1025000 | PA      | $1079080.27   | 0.03%             | 2034-04-22      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A                                           | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421863 | PA      | $383752.87    | 0.01%             | 2037-10-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2543, Class YX                                                                                      | CUSIP: 31393HGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89206 | PA      | $93195.86     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31389DS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59316 | PA      | $60618.91     | 0.00%             | 2031-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-54CB, Class 1A2                                                                      | CUSIP: 12668ANU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263494 | PA      | $70957.68     | 0.00%             | 2035-11-25      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                              | Entergy Louisiana LLC                                                                                                    | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $303742.92    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Inflation Indexed Bonds                                                                                    | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    461910 | PA      | $471215.35    | 0.01%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2024-SFR3, Class A                                                                    | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239226 | PA      | $227784.53    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5674000 | PA      | $3275405.13   | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31416CAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1120 | PA      | $1135.91      | 0.00%             | 2037-10-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    825000 | PA      | $846917.17    | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                  | Time Warner Cable Enterprises LLC                                                                                        | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $857237.36    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $846346.88    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                           | Roper Technologies, Inc.                                                                                                 | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6956.66      | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2014-188, Class W                                                                                           | CUSIP: 38379HTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192254 | PA      | $194155.15    | 0.01%             | 2041-10-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                       | American Credit Acceptance Receivables Trust, Series 2025-2, Class C                                                     | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101053.92    | 0.00%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3424, Class PI                                                                                      | CUSIP: 31397T4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119482 | PA      | $12425.64     | 0.00%             | 2038-04-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                  | NTT Finance Corp.                                                                                                        | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    975000 | PA      | $998953.91    | 0.03%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LAAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448046 | PA      | $3297938.28   | 0.09%             | 2030-06-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Ultra Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       742 | NC      | $526352.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco Sarl                                           | Eagle Funding Luxco Sarl                                                                                                 | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   5966000 | PA      | $6052864.96   | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-77, Class S                                                                                     | CUSIP: 31392F6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15663 | PA      | $16196.94     | 0.00%             | 2032-12-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492405 | PA      | $410850.27    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                 | ConocoPhillips Co.                                                                                                       | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97034.96     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31410GNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38795 | PA      | $39589.90     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                  | WW Grainger, Inc.                                                                                                        | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6201.78      | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4776939 | PA      | $4651693.35   | 0.13%             | 2032-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31404XUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7452 | PA      | $7386.51      | 0.00%             | 2031-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                       | Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7                                                    | CUSIP: 94985JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65609 | PA      | $59633.25     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-75, Class WA                                                                                           | CUSIP: 38378J4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430902 | PA      | $442904.69    | 0.01%             | 2040-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                              | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class A                                                           | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28113 | PA      | $28065.08     | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2986460.01   | 0.08%             | 2028-12-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128S4ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36329 | PA      | $36957.08     | 0.00%             | 2037-03-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31404J2J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17515 | PA      | $17737.37     | 0.00%             | 2034-04-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24518.32     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1404882.22   | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                          | CGI, Inc.                                                                                                                | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    843000 | PA      | $820722.13    | 0.02%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2575, Class ME                                                                                      | CUSIP: 31393KSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285051 | PA      | $297504.82    | 0.01%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 269, Class 30                                                                                      | CUSIP: 3128HXVV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34317 | PA      | $31768.83     | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                     | Synopsys, Inc.                                                                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159371.05    | 0.00%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HSDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $242435.73    | 0.01%             | 2033-12-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     33000 | PA      | $29526.75     | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                       | Evergy, Inc.                                                                                                             | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    524000 | PA      | $496438.62    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LLSH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4077000 | PA      | $4292323.86   | 0.12%             | 2032-04-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $276715.63    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                         | Corebridge Financial, Inc.                                                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    545000 | PA      | $537211.79    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3461, Class LZ                                                                                      | CUSIP: 31397TXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4220 | PA      | $4410.02      | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617FUPG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5295461 | PA      | $5576951.54   | 0.16%             | 2072-08-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6829233 | PA      | $5468059.88   | 0.16%             | 2061-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                       | Nutrien Ltd.                                                                                                             | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174640.92    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                    | Solventum Corp.                                                                                                          | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1651191.87   | 0.05%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                        | Apple, Inc.                                                                                                              | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $940057.02    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2435, Class CJ                                                                                      | CUSIP: 31392K2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45737 | PA      | $47857.33     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-35, Class UC                                                                                    | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1077 | PA      | $1066.48      | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                    | Danske Bank A/S                                                                                                          | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    998000 | PA      | $1004895.11   | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31391SQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21968 | PA      | $22875.46     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50370000 | PA      | $50246042.45  | 1.43%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232593.54    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202DDM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8699 | PA      | $8953.08      | 0.00%             | 2029-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617JSK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142860 | PA      | $138347.43    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3251425 | PA      | $2584236.79   | 0.07%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D                                                     | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68222 | PA      | $63942.66     | 0.00%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                             | TotalEnergies Capital International SA                                                                                   | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $39397.37     | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                           | CenterPoint Energy, Inc.                                                                                                 | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4530.74      | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420198.61    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617VUET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5070710 | PA      | $5290058.22   | 0.15%             | 2071-10-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-141, Class WC                                                                                          | CUSIP: 38378GPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134950 | PA      | $128778.32    | 0.00%             | 2042-01-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-6, Class GS                                                                                     | CUSIP: 31397M5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136626 | PA      | $11223.32     | 0.00%             | 2039-02-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2016-1, Class A                                                               | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453632 | PA      | $434982.29    | 0.01%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                    | Southwestern Public Service Co.                                                                                          | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175360.92    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2086, Class GB                                                                                      | CUSIP: 3133TGE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3943 | PA      | $4002.63      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                          | CSX Corp.                                                                                                                | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86596.42     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202FLV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2819 | PA      | $2893.42      | 0.00%             | 2037-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-42, Class GB                                                                                    | CUSIP: 31393BUX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34327 | PA      | $33839.93     | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3                                                                      | CUSIP: 36242DLW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49448 | PA      | $49765.94     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31416VBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135590 | PA      | $135687.12    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                 | Devon Energy Corp.                                                                                                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $942037.41    | 0.03%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                              | Elevance Health, Inc.                                                                                                    | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    535000 | PA      | $465202.30    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2                                                                        | CUSIP: 31393U4Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43104 | PA      | $45065.72     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3138WTRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250740 | PA      | $1142524.18   | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                     | Enterprise Fleet Financing LLC, Series 2025-2, Class A4                                                                  | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2880000 | PA      | $2919515.62   | 0.08%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-8, Class 6A1                                                                   | CUSIP: 576434UW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       438 | PA      | $435.22       | 0.00%             | 2019-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                             | Home Depot, Inc. (The)                                                                                                   | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125982.80    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                    | Air Lease Corp.                                                                                                          | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170954.44    | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3274, Class JO                                                                                      | CUSIP: 31397F6H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18267 | PA      | $15921.81     | 0.00%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                | DT Auto Owner Trust, Series 2023-1A, Class C                                                                             | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193736 | PA      | $194322.91    | 0.01%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                   | Republic of Peru                                                                                                         | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     88000 | PA      | $84304.00     | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $999508.78    | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | Banque Federative du Credit Mutuel SA                                                                                    | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2405000 | PA      | $2504153.89   | 0.07%             | 2028-07-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                                          | Aqua Finance Issuer Trust, Series 2025-A, Class B                                                                        | CUSIP: 038394AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3477000 | PA      | $3537870.10   | 0.10%             | 2050-12-19      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $583823.44    | 0.02%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A                                           | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735710 | PA      | $736262.86    | 0.02%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                              | Nomura Holdings, Inc.                                                                                                    | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $642178.57    | 0.02%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                 | Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2                                                             | CUSIP: 75970QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287132 | PA      | $69409.54     | 0.00%             | 2037-06-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DNFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711618 | PA      | $622026.76    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                       | PPL Electric Utilities Corp.                                                                                             | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    890000 | PA      | $843304.57    | 0.02%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2010-14, Class CO                                                                                           | CUSIP: 38376WBS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72943 | PA      | $61566.26     | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust               | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5                                           | CUSIP: 65535VAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32454 | PA      | $32659.53     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L8K60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1960285.30   | 0.06%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    870000 | PA      | $847124.98    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                              | Lehman Mortgage Trust, Series 2006-2, Class 1A1                                                                          | CUSIP: 52520MGG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174204 | PA      | $107533.69    | 0.00%             | 2036-04-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2016-2, Class B                                                               | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536458 | PA      | $535306.36    | 0.02%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                              | Global Payments, Inc.                                                                                                    | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    273000 | PA      | $251975.93    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-106, Class ST                                                                                          | CUSIP: 38376JFW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24173 | PA      | $695.35       | 0.00%             | 2038-02-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-81, Class SB                                                                                    | CUSIP: 31397MUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223440 | PA      | $15339.91     | 0.00%             | 2038-09-25      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3618N5EQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9535675 | PA      | $8447845.02   | 0.24%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3225335.85   | 0.09%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                          | Mid-America Apartments LP                                                                                                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    920000 | PA      | $914197.74    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                       | Nasdaq, Inc.                                                                                                             | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    392000 | PA      | $408706.21    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617XXAR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3763977 | PA      | $3381322.14   | 0.10%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                 | Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA                                                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243959 | PA      | $230271.51    | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912833WQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $181331.02    | 0.01%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                   | NRG Energy, Inc.                                                                                                         | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    710000 | PA      | $704414.85    | 0.02%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                | Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A                                                             | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92497 | PA      | $89545.09     | 0.00%             | 2044-12-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                    | Prestige Auto Receivables Trust, Series 2022-1A, Class C                                                                 | CUSIP: 74113RAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2273872 | PA      | $2279760.73   | 0.06%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-108, Class GU                                                                                   | CUSIP: 3136AGMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1973242 | PA      | $1908622.43   | 0.05%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 3617JSLW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338947 | PA      | $342011.77    | 0.01%             | 2049-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                              | Entergy Louisiana LLC                                                                                                    | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1034843.72   | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $425323.65    | 0.01%             | 2029-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3117, Class EO                                                                                      | CUSIP: 31396HUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103541 | PA      | $92064.03     | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31400RXM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1772 | PA      | $1810.58      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                          | SCF Equipment Leasing LLC, Series 2023-1A, Class C                                                                       | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3815000 | PA      | $3978627.64   | 0.11%             | 2033-08-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                                                        | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    897795 | PA      | $873855.27    | 0.02%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3004, Class EK                                                                                      | CUSIP: 31395VXP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1090520 | PA      | $1094406.47   | 0.03%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3560000 | PA      | $1229651.34   | 0.03%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                | University of Miami, Series 2022                                                                                         | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    480000 | PA      | $375051.82    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                          | CSX Corp.                                                                                                                | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156608.54    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.               | Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4                                          | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24234 | PA      | $24334.78     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296444 | PA      | $250012.93    | 0.01%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                      | Mid-State Capital Corp. Trust, Series 2006-1, Class M1                                                                   | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229274 | PA      | $230187.15    | 0.01%             | 2040-10-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2                                                            | CUSIP: 17307GXU7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    132298 | PA      | $111536.70    | 0.00%             | 2035-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410KUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3039 | PA      | $3172.07      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $630009.01    | 0.02%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                           | CenterPoint Energy, Inc.                                                                                                 | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42255.13     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2775000 | PA      | $2843177.14   | 0.08%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132XGQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $394776.27    | 0.01%             | 2029-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7591317 | PA      | $6630994.05   | 0.19%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                           | Duke Energy Progress LLC                                                                                                 | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    273000 | PA      | $229103.66    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                            | Eni SpA                                                                                                                  | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    925000 | PA      | $892470.68    | 0.03%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust, Series 2021-GT2, Class A                                                                          | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370000 | PA      | $3224687.62   | 0.09%             | 2026-10-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                           | Brookfield Finance, Inc.                                                                                                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $90212.92     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2017-M8, Class A2                                                                                      | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749657 | PA      | $2703371.38   | 0.08%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                  | Exxon Mobil Corp.                                                                                                        | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $796181.47    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XCTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7436426 | PA      | $6223571.29   | 0.18%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $683905.74    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1252000 | PA      | $1068269.00   | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1963, Class Z                                                                                       | CUSIP: 3133TAA28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2966 | PA      | $2988.13      | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LGEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $408182.63    | 0.01%             | 2032-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    435000 | PA      | $392866.13    | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp.                                                                                           | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6933.23      | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                           | UnitedHealth Group, Inc.                                                                                                 | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642306.68    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                       | American Water Capital Corp.                                                                                             | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $770111.69    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NFGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66502 | PA      | $67694.29     | 0.00%             | 2036-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                                                                      | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11514.78     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                          | Vistra Operations Co. LLC                                                                                                | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    221000 | PA      | $230238.30    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3102, Class HS                                                                                      | CUSIP: 31396H5V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6688 | PA      | $7584.08      | 0.00%             | 2036-01-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                                                                             | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3345000 | PA      | $3396965.55   | 0.10%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L94G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2020001 | PA      | $1917693.11   | 0.05%             | 2035-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7214.08      | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3085, Class WF                                                                                      | CUSIP: 31396FSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43971 | PA      | $44152.30     | 0.00%             | 2035-08-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640021 | PA      | $580188.04    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT                                                       | CUSIP: 35563PR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2017006 | PA      | $1703521.76   | 0.05%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    790000 | PA      | $694133.08    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 31283LA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       679 | PA      | $680.09       | 0.00%             | 2030-10-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 3617FDDV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2848250 | PA      | $2949611.50   | 0.08%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A                                                               | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845000 | PA      | $3888820.31   | 0.11%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                     | PEAC Solutions Receivables LLC, Series 2024-1A, Class A3                                                                 | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $6062609.90   | 0.17%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557755 | PA      | $484018.12    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2012-98, Class KY                                                                                    | CUSIP: 3136A8DA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507694 | PA      | $503966.60    | 0.01%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                               | American Express Co.                                                                                                     | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1449331.30   | 0.04%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                         | F&G Annuities & Life, Inc.                                                                                               | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $591686.45    | 0.02%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3622AA5E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7709977 | PA      | $6478871.70   | 0.18%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $222405.36    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29951.91     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128JRV37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1541 | PA      | $1579.61      | 0.00%             | 2037-12-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    685000 | PA      | $690024.43    | 0.02%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp.                                                                                           | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    760000 | PA      | $799424.46    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-16, Class FC                                                                                    | CUSIP: 31396PXY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30561 | PA      | $30628.10     | 0.00%             | 2037-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2095, Class PE                                                                                      | CUSIP: 3133TGWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26757 | PA      | $27164.60     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-31, Class DB                                                                                    | CUSIP: 31397SHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505814 | PA      | $497042.48    | 0.01%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31413HZ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       525 | PA      | $535.89       | 0.00%             | 2037-09-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11788125.00  | 0.34%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28610.17     | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                           | JBS USA Holding Lux Sarl                                                                                                 | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1730691.53   | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                               | Charter Communications Operating LLC                                                                                     | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $721271.77    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2004-2, Class 30                                                                   | CUSIP: 06051GCR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57866 | PA      | $44449.37     | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQV Abs Issuer I LLC                                               | EQV Abs Issuer I LLC                                                                                                     | CUSIP: 29476QAB2<br>LEI: 254900AKBSYT3UNVVC48 | Long             | ABS-MBS          | CORP              | US        |   2950306 | PA      | $2950306.26   | 0.08%             | 2040-12-15      | Fixed         | 5.85%                 | No            |                  3 | On Loan: No      |
| Edison International                                               | Edison International                                                                                                     | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1082328.46   | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $397042.10    | 0.01%             | 2031-12-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                              | Monongahela Power Co.                                                                                                    | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $441667.71    | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                            | APA Infrastructure Ltd.                                                                                                  | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   2012000 | PA      | $2016419.78   | 0.06%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | Aviation Capital Group LLC                                                                                               | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29421.65     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                        | Schlumberger Holdings Corp.                                                                                              | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19949.39     | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                     | Banc of America Mortgage Trust, Series 2004-A, Class 2A2                                                                 | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19092 | PA      | $18863.47     | 0.00%             | 2034-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82131.97     | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                        | Stellantis Finance US, Inc.                                                                                              | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    785000 | PA      | $669215.69    | 0.02%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                    | Virginia Electric and Power Co.                                                                                          | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2078880.63   | 0.06%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                      | Cencora, Inc.                                                                                                            | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137462.35    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    665000 | PA      | $675759.13    | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-2, Class MS                                                                                            | CUSIP: 38374DPT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59981 | PA      | $4793.39      | 0.00%             | 2038-01-16      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                           | KGS-Alpha SBA COOF Trust, Series 2013-2, Class A                                                                         | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553832 | PA      | $15271.92     | 0.00%             | 2039-03-25      | Variable      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H15, Class FA                                                                                          | CUSIP: 38375BUB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $24.54        | 0.00%             | 2062-05-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-110                                                                                             | CUSIP: 31396LVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145130 | PA      | $125966.47    | 0.00%             | 2036-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                         | F&G Annuities & Life, Inc.                                                                                               | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $489813.35    | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    308000 | PA      | $224881.20    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                 | ITC Holdings Corp.                                                                                                       | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1585128.97   | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                    | CoreVest American Finance Trust, Series 2019-2, Class B                                                                  | CUSIP: 21872GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208626 | PA      | $202907.45    | 0.01%             | 2052-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| vMobo, Inc.                                                        | vMobo, Inc.                                                                                                              | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5997529 | PA      | $5705808.92   | 0.16%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| Renew                                                              | Renew, Series 2017-1A, Class A                                                                                           | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    315468 | PA      | $295791.79    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641975 | PA      | $619902.37    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                            | Duke Energy Indiana LLC                                                                                                  | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22970.02     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 383, Class 33                                                                                       | CUSIP: 3136FFPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59355 | PA      | $10743.20     | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $403212.95    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971000 | PA      | $885050.28    | 0.03%             | 2031-09-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 345, Class 6                                                                                        | CUSIP: 3136FCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18686 | PA      | $2151.43      | 0.00%             | 2033-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $960738.84    | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                     | Public Service Co. of Oklahoma                                                                                           | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    343000 | PA      | $343950.67    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2010-130, Class CP                                                                                          | CUSIP: 38377LK72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54720 | PA      | $58511.63     | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2141                                                                                                | CUSIP: 3133TKGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2589 | PA      | $121.80       | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                                                                                   | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $547750.19    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                           | KGS-Alpha SBA COOF Trust, Series 2012-2, Class A                                                                         | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614848 | PA      | $11075.88     | 0.00%             | 2038-08-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14665000 | PA      | $9049909.06   | 0.26%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                 | Macquarie Airfinance Holdings Ltd.                                                                                       | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $2032606.47   | 0.06%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                      | ONE Gas, Inc.                                                                                                            | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13638.27     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $566600.86    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $995473.29    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                              | Sumitomo Mitsui Financial Group, Inc.                                                                                    | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1480000 | PA      | $1561404.10   | 0.04%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LLL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3907344 | PA      | $3941247.52   | 0.11%             | 2033-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                 | State Street Corp.                                                                                                       | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39592.68     | 0.00%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2015000 | PA      | $2064852.89   | 0.06%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LCJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $746163.14    | 0.02%             | 2025-11-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-132, Class OA                                                                                   | CUSIP: 31393UVB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1252 | PA      | $1215.75      | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class C                                                               | CUSIP: 38014QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770107 | PA      | $770652.97    | 0.02%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2399, Class OH                                                                                      | CUSIP: 31339MTG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35181 | PA      | $36543.78     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-72, Class TO                                                                                    | CUSIP: 31396KHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13805 | PA      | $11494.93     | 0.00%             | 2036-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 3136195D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1485 | PA      | $1469.40      | 0.00%             | 2027-09-01      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HVZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5192878 | PA      | $4839514.84   | 0.14%             | 2029-11-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617FLK20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4663947 | PA      | $4493041.28   | 0.13%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140J0LU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7288445 | PA      | $6206538.10   | 0.18%             | 2032-07-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2019-60, Class DA                                                                                    | CUSIP: 3136B6VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224748 | PA      | $201920.22    | 0.01%             | 2049-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG                                                                                                         | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $439341.99    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CX40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       814 | PA      | $826.78       | 0.00%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                | Teachers Insurance & Annuity Association of America                                                                      | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8989.70      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77070000 | PA      | $55785433.21  | 1.59%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    310000 | PA      | $286130.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                   | BP Capital Markets America, Inc.                                                                                         | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1236010.67   | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-19, Class SD                                                                                           | CUSIP: 38375JTV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162934 | PA      | $1629.55      | 0.00%             | 2037-04-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2038, Class PN                                                                                      | CUSIP: 3133TDA22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5895 | PA      | $319.55       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                         | ROCK Trust, Series 2024-CNTR, Class C                                                                                    | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5183702.00   | 0.15%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust, Series 2021-GT1, Class A                                                                          | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4122095.24   | 0.12%             | 2026-07-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-91, Class WA                                                                                           | CUSIP: 38378TTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445369 | PA      | $429348.88    | 0.01%             | 2043-04-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| HINNT LLC                                                          | HINNT LLC, Series 2024-A, Class B                                                                                        | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394673 | PA      | $2435320.43   | 0.07%             | 2043-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co.                                                                                           | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1746177.61   | 0.05%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31404ADZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119644 | PA      | $117867.77    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3605000 | PA      | $3691399.20   | 0.10%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                             | NXP BV                                                                                                                   | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1069458.95   | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CX                                | CUSIP: 9393367B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420361 | PA      | $62917.40     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31390RK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3143 | PA      | $3154.26      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4800711 | PA      | $4185874.90   | 0.12%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-7, Class PF                                                                                     | CUSIP: 31359SDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3382 | PA      | $3535.28      | 0.00%             | 2031-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 31281AEA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $64.20        | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                            | Aon North America, Inc.                                                                                                  | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2054349.95   | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $458968.75    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31346 | PA      | $32228.54     | 0.00%             | 2036-07-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                        | Intel Corp.                                                                                                              | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $403573.77    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31402TVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13718 | PA      | $14021.65     | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                    | CoreVest American Finance Trust, Series 2020-3, Class B                                                                  | CUSIP: 21873CAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3180000 | PA      | $2886938.83   | 0.08%             | 2053-08-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A                                                 | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16287 | PA      | $15868.61     | 0.00%             | 2033-09-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                               | FREMF Mortgage Trust, Series 2019-K96, Class C                                                                           | CUSIP: 30314DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7251000 | PA      | $6957285.19   | 0.20%             | 2056-08-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2171 | PA      | $2223.80      | 0.00%             | 2037-05-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                       | Nutrien Ltd.                                                                                                             | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68867.86     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7323000 | PA      | $7023708.99   | 0.20%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406QGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10542 | PA      | $10725.72     | 0.00%             | 2035-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-43, Class SA                                                                                           | CUSIP: 38374UF97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98108 | PA      | $4497.77      | 0.00%             | 2039-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L5JC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78175 | PA      | $78487.75     | 0.00%             | 2028-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3256                                                                                                | CUSIP: 31397EBP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51331 | PA      | $43318.85     | 0.00%             | 2036-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                             | Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1                                                          | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37329 | PA      | $34437.80     | 0.00%             | 2029-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                               | American Express Co.                                                                                                     | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517927.30   | 0.04%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                          | PPL Capital Funding, Inc.                                                                                                | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153404.00    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NKG42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1337 | PA      | $1345.39      | 0.00%             | 2037-08-01      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                        | Masco Corp.                                                                                                              | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    620000 | PA      | $665767.68    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QUAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2542 | PA      | $2576.51      | 0.00%             | 2037-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                       | Drive Auto Receivables Trust, Series 2025-1, Class C                                                                     | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136718.46    | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-27, Class SA                                                                                           | CUSIP: 38375JJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143728 | PA      | $4593.43      | 0.00%             | 2037-05-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3315, Class HZ                                                                                      | CUSIP: 31397H3E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59449 | PA      | $63044.96     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18386400 | PA      | $10114674.70  | 0.29%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 2 Year Note                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       541 | NC      | $152806.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H28, Class FA                                                                                          | CUSIP: 38375BYE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2444 | PA      | $2446.42      | 0.00%             | 2062-09-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                | Hanover Insurance Group, Inc. (The)                                                                                      | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450036.02    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7510000 | PA      | $4087082.81   | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132G7H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138596 | PA      | $134446.07    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-109                                                                                             | CUSIP: 31396LQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29693 | PA      | $25665.59     | 0.00%             | 2036-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                       | DNB Bank ASA                                                                                                             | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    975000 | PA      | $995529.62    | 0.03%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                                    | DataBank Issuer, Series 2021-1A, Class A2                                                                                | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2659043.16   | 0.08%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-7, Class SG                                                                                     | CUSIP: 31396PRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784962 | PA      | $88602.44     | 0.00%             | 2036-08-25      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                 | Vale Overseas Ltd.                                                                                                       | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    675000 | PA      | $641182.50    | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202C5F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2413 | PA      | $2463.97      | 0.00%             | 2028-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 31283YKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34634 | PA      | $34758.70     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1225000 | PA      | $800668.86    | 0.02%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XPTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203337 | PA      | $3683238.75   | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                       | Bridge Trust, Series 2025-SFR1, Class C                                                                                  | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1702379.16   | 0.05%             | 2042-09-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-37T1, Class A2                                                                       | CUSIP: 12667G2U6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827101 | PA      | $131208.69    | 0.00%             | 2035-09-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418XEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8601 | PA      | $8766.29      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                | New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1                                                          | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |   3545000 | PA      | $3558137.06   | 0.10%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| DP Lion Holdco LLC                                                 | DP Lion Holdco LLC, Series 2023-1A, Class A                                                                              | CUSIP: 23359MAA8<br>LEI: 254900327YUW2NAXPW14 | Long             | ABS-O            | CORP              | US        |   1291313 | PA      | $1327627.60   | 0.04%             | 2043-11-30      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Interstate Power and Light Co.                                     | Interstate Power and Light Co.                                                                                           | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473069.30    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-136, Class BA                                                                                   | CUSIP: 31398SSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191513 | PA      | $188692.64    | 0.01%             | 2030-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                             | Extra Space Storage LP                                                                                                   | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29531.09     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                            | Boston Scientific Corp.                                                                                                  | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1010922.53   | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2019-1, Class A                                                               | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635690 | PA      | $601422.09    | 0.02%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31402REL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158401 | PA      | $163227.67    | 0.00%             | 2035-04-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3729213.85   | 0.11%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                  | MyMichigan Health, Series 2020                                                                                           | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $212229.01    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337R5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $191133.39    | 0.01%             | 2032-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7                               | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463569 | PA      | $427735.24    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-124, Class HB                                                                                   | CUSIP: 31396PGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287384 | PA      | $304267.11    | 0.01%             | 2036-11-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                              | Elevance Health, Inc.                                                                                                    | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85770.68     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2024-SFR5, Class A                                                                    | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249999 | PA      | $236929.57    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                     | WP Carey, Inc.                                                                                                           | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57914.90     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                        | Intel Corp.                                                                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    695000 | PA      | $410945.86    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179YKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2996024 | PA      | $2730917.62   | 0.08%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6734400 | PA      | $5743706.59   | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2019, Class Z                                                                                       | CUSIP: 3133TCC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6894 | PA      | $6958.74      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1579624.75   | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2                                                 | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21266 | PA      | $19967.10     | 0.00%             | 2034-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2331375.54   | 0.07%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                              | Parker-Hannifin Corp.                                                                                                    | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    592000 | PA      | $511056.83    | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                           | Safehold GL Holdings LLC                                                                                                 | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61399.89     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                | CommonSpirit Health                                                                                                      | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    545000 | PA      | $397117.92    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3141251.43   | 0.09%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1001420.00   | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                         | Tennessee Valley Authority STRIPS                                                                                        | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    800000 | PA      | $506362.86    | 0.01%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2003-W10, Class 1A4                                                                | CUSIP: 31393DTX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8420 | PA      | $8263.56      | 0.00%             | 2043-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Mortgage Securities VII, Inc.             | Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class 1                                         | CUSIP: 79549AXS3<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-MBS          | CORP              | US        |       560 | PA      | $557.13       | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2054, Class PV                                                                                      | CUSIP: 3133TE4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5951 | PA      | $6028.04      | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 1996-2, Class 1Z                                                                           | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13008 | PA      | $13090.91     | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT                                                       | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6300350 | PA      | $5447974.23   | 0.15%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $299720.31    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-116, Class SB                                                                                   | CUSIP: 31393T4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133740 | PA      | $11896.99     | 0.00%             | 2033-11-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17421.90     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31402RRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16889 | PA      | $17709.06     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-58, Class FL                                                                                    | CUSIP: 31395NC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13151 | PA      | $13093.32     | 0.00%             | 2036-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32476 | PA      | $33638.58     | 0.00%             | 2036-10-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $131373.05    | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1942000 | PA      | $1339145.54   | 0.04%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                     | NNN REIT, Inc.                                                                                                           | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    783000 | PA      | $781761.42    | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1436602.47   | 0.04%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                              | Cardinal Health, Inc.                                                                                                    | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76169.97     | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140J2T89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3790203 | PA      | $3551210.34   | 0.10%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                           | PRET LLC, Series 2021-RN4, Class A1                                                                                      | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3844649 | PA      | $3848410.84   | 0.11%             | 2051-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-2, Class AD                                                                                     | CUSIP: 3136AB5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142003 | PA      | $131322.65    | 0.00%             | 2043-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $272879.69    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-44, Class PD                                                                                    | CUSIP: 3139204E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6489 | PA      | $6758.26      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-30, Class PM                                                                                    | CUSIP: 313920BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24690 | PA      | $25357.91     | 0.00%             | 2031-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1554086.52   | 0.04%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                            | Port Authority of New York and New Jersey, Consolidated, Series 174                                                      | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2060000 | PA      | $1717924.64   | 0.05%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 1970, Class PG                                                                                      | CUSIP: 3133TAK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       619 | PA      | $626.61       | 0.00%             | 2027-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 20 Year                                                                                                | CUSIP: 3128P7DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2541 | PA      | $2598.91      | 0.00%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                           | Lloyds Banking Group plc                                                                                                 | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399807.65    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617ALMQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34332 | PA      | $32993.18     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                                                               | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3085000 | PA      | $3119022.92   | 0.09%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128K7XQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173564 | PA      | $180103.22    | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3160000 | PA      | $2306059.36   | 0.07%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2474, Class NR                                                                                      | CUSIP: 31392R3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42973 | PA      | $44688.18     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37120000 | PA      | $23492899.81  | 0.67%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31283HCS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1710 | PA      | $1728.99      | 0.00%             | 2028-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                   | Principal Life Global Funding II                                                                                         | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820761.26    | 0.02%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                      | Citigroup Mortgage Loan Trust, Series 2015-A, Class B2                                                                   | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108855 | PA      | $106767.68    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    312000 | PA      | $308966.42    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CYW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       769 | PA      | $781.61       | 0.00%             | 2027-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                               | FirstKey Homes Trust, Series 2020-SFR2, Class E                                                                          | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2979336.90   | 0.08%             | 2037-10-19      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Memorial Health Services                                           | Memorial Health Services                                                                                                 | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $930766.53    | 0.03%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Identity Digital Ltd.                                              | Identity Digital Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5087500.00   | 0.14%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC                                                                                                     | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35668.57     | 0.00%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-36, Class SE                                                                                           | CUSIP: 38375KHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78839 | PA      | $1142.45      | 0.00%             | 2037-06-16      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                           | Roper Technologies, Inc.                                                                                                 | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22446.66     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128M6F37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3751 | PA      | $3873.32      | 0.00%             | 2038-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                       | American Water Capital Corp.                                                                                             | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2209237.22   | 0.06%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                         | Pacific Life Insurance Co.                                                                                               | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    266000 | PA      | $208016.28    | 0.01%             | 2067-10-24      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31413QJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4017 | PA      | $4124.80      | 0.00%             | 2037-11-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31385WZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108644 | PA      | $108612.81    | 0.00%             | 2033-01-01      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160010 | PA      | $157720.61    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2345000 | PA      | $2381089.55   | 0.07%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                              | Lehman Mortgage Trust, Series 2008-2, Class 1A6                                                                          | CUSIP: 52522UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414352 | PA      | $100566.89    | 0.00%             | 2038-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260483 | PA      | $251216.38    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2004-3, Class 2A1                                                                   | CUSIP: 576434NV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66927 | PA      | $69394.17     | 0.00%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-42, Class AO                                                                                    | CUSIP: 31397LPC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27402 | PA      | $23619.56     | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31405YXX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45634 | PA      | $46412.68     | 0.00%             | 2034-10-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2780, Class SY                                                                                      | CUSIP: 31394XSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       848 | PA      | $953.65       | 0.00%             | 2033-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                   | Jersey Central Power & Light Co.                                                                                         | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459603.69    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1997-42, Class ZC                                                                                    | CUSIP: 31359PX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191 | PA      | $191.27       | 0.00%             | 2027-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                              | Anchor Mortgage Trust                                                                                                    | CUSIP: 03332JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4059960.80   | 0.12%             | 2031-03-25      | Variable      | 8.23%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31292J5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49097 | PA      | $52016.62     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2423, Class MT                                                                                      | CUSIP: 31339WCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32722 | PA      | $34353.00     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-118, Class MT                                                                                   | CUSIP: 3136A12F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120662 | PA      | $128063.71    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                              | NextEra Energy Capital Holdings, Inc.                                                                                    | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2278668.43   | 0.06%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-81, Class KB                                                                                    | CUSIP: 3136A0EM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $225.73       | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-44, Class PU                                                                                    | CUSIP: 3139204T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11061 | PA      | $11616.29     | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2022-SFR3, Class E2                                                                   | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2685000 | PA      | $2672935.76   | 0.08%             | 2039-04-17      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LCMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208980 | PA      | $198231.41    | 0.01%             | 2035-12-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Goodleap                                                           | Goodleap                                                                                                                 | CUSIP: N/A<br>LEI: 549300YN94MOAVYW0F52       | Long             | ABS-MBS          | CORP              | US        |   3404080 | PA      | $3492823.58   | 0.10%             | 2038-07-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                                                                                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56221.64     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                            | Reynolds American, Inc.                                                                                                  | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105065.44    | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                            | Quest Diagnostics, Inc.                                                                                                  | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54936.28     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2004-28, Class S                                                                                            | CUSIP: 38374GDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62690 | PA      | $69335.31     | 0.00%             | 2034-04-16      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $6256023.46   | 0.18%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-72, Class US                                                                                           | CUSIP: 38375LV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99376 | PA      | $230.75       | 0.00%             | 2037-11-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                    | Halliburton Co.                                                                                                          | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $467821.65    | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4465000 | PA      | $4055999.03   | 0.12%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MNR ABS Issuer I LLC                                               | MNR ABS Issuer I LLC                                                                                                     | CUSIP: 55317XAB5<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |   1677482 | PA      | $1721119.59   | 0.05%             | 2038-12-15      | Fixed         | 8.95%                 | No            |                  3 | On Loan: No      |
| Southern Natural Gas Co. LLC                                       | Southern Natural Gas Co. LLC                                                                                             | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5174.51      | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| New York State Dormitory Authority                                 | New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010D                             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    360000 | PA      | $366523.31    | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2025-6, Class A                                                                                             | CUSIP: 38385B5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5638020 | PA      | $5325236.43   | 0.15%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128LXDY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125685 | PA      | $124161.05    | 0.00%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp.                                                                                           | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252177.27    | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co.                                                                                           | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    567000 | PA      | $447528.75    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-46, Class MG                                                                                           | CUSIP: 38373Q2Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141295 | PA      | $140909.23    | 0.00%             | 2033-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                    | PECO Energy Co.                                                                                                          | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    410000 | PA      | $254410.27    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Resurgent                                                          | Resurgent                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.09%             | 2030-07-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Mortgage Trust                                            | JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3                                                                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50348 | PA      | $49808.41     | 0.00%             | 2033-11-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1288626.27   | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3179, Class OA                                                                                      | CUSIP: 31396UFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65216 | PA      | $56518.14     | 0.00%             | 2036-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3131, Class BK                                                                                      | CUSIP: 31396JMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2339 | PA      | $2337.35      | 0.00%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                 | Macquarie Airfinance Holdings Ltd.                                                                                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1880000 | PA      | $1907083.28   | 0.05%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                  | Duke Energy Corp.                                                                                                        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    985000 | PA      | $734165.54    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138WSPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254419 | PA      | $249360.43    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17059.98     | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $701065.12    | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                             | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                                                          | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16245 | PA      | $15430.85     | 0.00%             | 2028-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                              | FirstEnergy Pennsylvania Electric Co.                                                                                    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $154199.94    | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                   | Hackensack Meridian Health, Inc., Series 2020                                                                            | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $996057.36    | 0.03%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                               | Perimeter Master Note Business Trust, Series 2025-1A, Class A                                                            | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   6550000 | PA      | $6613797.00   | 0.19%             | 2030-12-16      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                    | Impac CMB Trust, Series 2005-4, Class 2A1                                                                                | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48675 | PA      | $46866.32     | 0.00%             | 2035-05-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-128                                                                                             | CUSIP: 3136AHNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733680 | PA      | $535419.45    | 0.02%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31371HM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8184 | PA      | $8313.05      | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                | Chase Funding Trust, Series 2003-6, Class 1A7                                                                            | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172153 | PA      | $170780.53    | 0.00%             | 2034-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                    | Santander UK Group Holdings plc                                                                                          | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2199800.82   | 0.06%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                | Ameren Illinois Co.                                                                                                      | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1617890.98   | 0.05%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                         | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A                                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4220000 | PA      | $4254666.88   | 0.12%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                         | Niagara Mohawk Power Corp.                                                                                               | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467104.40    | 0.01%             | 2055-07-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8                                                  | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142443 | PA      | $141647.92    | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3618N5MJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7949987 | PA      | $6779705.06   | 0.19%             | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                  | BAT Capital Corp.                                                                                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1562502.75   | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31292J5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27934 | PA      | $29466.32     | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QM6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283583 | PA      | $256950.48    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | Burlington Northern Santa Fe LLC                                                                                         | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69658.57     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3806.59      | 0.00%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| AIG SunAmerica Global Financing X                                  | AIG SunAmerica Global Financing X                                                                                        | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    520000 | PA      | $578044.23    | 0.02%             | 2032-03-15      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951670 | PA      | $802658.69    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1243290.36   | 0.04%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                                                                                   | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1270245.55   | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5586027 | PA      | $4723003.40   | 0.13%             | 2061-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3843584 | PA      | $3708632.04   | 0.11%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31411JJW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6025 | PA      | $6180.51      | 0.00%             | 2037-02-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617WJ5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1257729 | PA      | $1319376.04   | 0.04%             | 2072-08-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                           | Roper Technologies, Inc.                                                                                                 | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1920216.89   | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                              | Time Warner Cable LLC                                                                                                    | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414339.29    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6281561 | PA      | $5227133.44   | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-25, Class SA                                                                                    | CUSIP: 31393XRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46072 | PA      | $49926.84     | 0.00%             | 2034-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                  | Exxon Mobil Corp.                                                                                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12344.61     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                    | CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A                                                              | CUSIP: 12669FYY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72372 | PA      | $68136.26     | 0.00%             | 2034-06-20      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 1999-1, Class 2Z                                                                           | CUSIP: 911760MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182208 | PA      | $183560.22    | 0.01%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3945000 | PA      | $4088807.76   | 0.12%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180791.29    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                           | Brookfield Finance, Inc.                                                                                                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    411000 | PA      | $417795.91    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                          | Deutsche Telekom International Finance BV                                                                                | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    232000 | PA      | $211393.40    | 0.01%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1480000 | PA      | $1490509.48   | 0.04%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                    | Ohio University, General Receipts, Federally Taxable                                                                     | CUSIP: 677704A65<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |    200000 | PA      | $178390.96    | 0.01%             | 2114-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-118, Class A2                                                                                   | CUSIP: 31396L4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83403 | PA      | $81961.05     | 0.00%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2075, Class PH                                                                                      | CUSIP: 3133TGCG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20365 | PA      | $20675.18     | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Note                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       341 | NC      | $175416.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-96, Class GA                                                                                    | CUSIP: 3136A1PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2255 | PA      | $2242.73      | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                         | AerCap Ireland Capital DAC                                                                                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1560000 | PA      | $1594116.20   | 0.05%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                               | Hartford Insurance Group, Inc. (The)                                                                                     | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $355553.69    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Whole Loan, Series 2007-106, Class A7                                                                       | CUSIP: 31396XF25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47291 | PA      | $47661.24     | 0.00%             | 2037-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31418BA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806500 | PA      | $795828.67    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3318, Class AO                                                                                      | CUSIP: 31397HCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2617 | PA      | $2366.50      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3632, Class BS                                                                                      | CUSIP: 31398WRF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18993 | PA      | $18922.73     | 0.00%             | 2040-02-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                              | Sumitomo Mitsui Financial Group, Inc.                                                                                    | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1553071.83   | 0.04%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | Enterprise Products Operating LLC                                                                                        | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5200.12      | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                            | Accenture Capital, Inc.                                                                                                  | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1121399.67   | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4527740 | PA      | $3861787.00   | 0.11%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140HNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599743 | PA      | $583662.87    | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $1967345.12   | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                         | AMSR Trust, Series 2021-SFR1, Class D                                                                                    | CUSIP: 00179DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $798954.53    | 0.02%             | 2038-06-17      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                     | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                  | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253589.20    | 0.01%             | 2036-09-22      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                           | Bristol-Myers Squibb Co.                                                                                                 | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $733080.18    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                      | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B                                                    | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2255068.03   | 0.06%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                   | NRG Energy, Inc.                                                                                                         | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $609088.79    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2015-H16, Class FG                                                                                          | CUSIP: 38376RDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    682302 | PA      | $682016.86    | 0.02%             | 2065-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31405XXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42083 | PA      | $42570.50     | 0.00%             | 2035-01-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406DJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100364 | PA      | $102141.01    | 0.00%             | 2034-11-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.               | Credit Suisse First Boston Mortgage Securities Corp., Series 2003-25, Class 1P                                           | CUSIP: 22541QYW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60078 | PA      | $45959.61     | 0.00%             | 2033-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                   | Kroger Co. (The)                                                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    440000 | PA      | $411992.62    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                 | Puget Energy, Inc.                                                                                                       | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18977.91     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2024-2, Class D                                                           | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4879670.19   | 0.14%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265000 | PA      | $262804.33    | 0.01%             | 2028-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | Constellation Energy Generation LLC                                                                                      | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1282511.53   | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QPSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2048908 | PA      | $1915251.13   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                    | Microsoft Corp.                                                                                                          | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     26000 | PA      | $17013.56     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3                               | CUSIP: 9393363R2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309833 | PA      | $16468.58     | 0.00%             | 2035-04-25      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                       | Barclays plc                                                                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    412000 | PA      | $439751.46    | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128KRW91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217232 | PA      | $221757.57    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                      | Air Canada Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    324008 | PA      | $306070.01    | 0.01%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                                          | UDR, Inc.                                                                                                                | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279952.25    | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61466.35     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2455, Class GK                                                                                      | CUSIP: 31392K5C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98203 | PA      | $103161.61    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                           | Bristol-Myers Squibb Co.                                                                                                 | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1398393.59   | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1946780.90   | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179YRD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2498550 | PA      | $2277463.08   | 0.06%             | 2054-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138M1MA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311332 | PA      | $300640.44    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31408XSS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5427 | PA      | $5577.31      | 0.00%             | 2036-01-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| State of California                                                | State of California, Various Purpose                                                                                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $404064.85    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2271, Class PC                                                                                      | CUSIP: 3133TQKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26425 | PA      | $27563.18     | 0.00%             | 2030-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31349SF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44792 | PA      | $45734.95     | 0.00%             | 2033-12-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 5 Year Note                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       838 | NC      | $378119.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP                                          | CUSIP: 31394PPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115454 | PA      | $57563.37     | 0.00%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                     | Boston Gas Co.                                                                                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    308000 | PA      | $259087.86    | 0.01%             | 2042-02-15      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2006-59, Class SD                                                                                           | CUSIP: 38374NQ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124890 | PA      | $8049.54      | 0.00%             | 2036-10-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                             | Banc of America Alternative Loan Trust, Series 2004-6, Class 15                                                          | CUSIP: 05948KSR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5403 | PA      | $2292.31      | 0.00%             | 2019-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $198369.53    | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                     | Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2                                               | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134860 | PA      | $115783.18    | 0.00%             | 2036-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | Aviation Capital Group LLC                                                                                               | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116901.68    | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3128UNCE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6674 | PA      | $6931.61      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                         | Corebridge Financial, Inc.                                                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    770000 | PA      | $762918.98    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31408AL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18649 | PA      | $19285.93     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sigeco Securitization I LLC                                        | Sigeco Securitization I LLC, Series A2                                                                                   | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $106527.49    | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-92                                                                                              | CUSIP: 3136AGGA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401210 | PA      | $303156.77    | 0.01%             | 2043-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                 | PG&E Wildfire Recovery Funding LLC, Series A-4                                                                           | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $400664.58    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275280.45    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                             | TotalEnergies Capital International SA                                                                                   | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1180000 | PA      | $775341.67    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241201 | PA      | $232799.84    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820000 | PA      | $779696.21    | 0.02%             | 2032-09-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406YB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29408 | PA      | $29985.47     | 0.00%             | 2035-05-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                 | CNO Global Funding                                                                                                       | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1431960.29   | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $6009995.94   | 0.17%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Diversified Abs Phase VI LLC                                       | Diversified ABS Phase LLC, Series VI, Class A                                                                            | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-O            | CORP              | US        |   1574111 | PA      | $1572694.23   | 0.04%             | 2039-11-28      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $742998.24    | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3871, Class JB                                                                                      | CUSIP: 3137AC7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21717 | PA      | $22831.84     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-81, Class TA                                                                                    | CUSIP: 3136AFK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381948 | PA      | $376626.08    | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LGUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400641 | PA      | $384193.05    | 0.01%             | 2032-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates                            | WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4                                                       | CUSIP: 92922FPH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210953 | PA      | $208442.92    | 0.01%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                     | Wisconsin Public Service Corp.                                                                                           | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33945.50     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                          | RTX Corp.                                                                                                                | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106243.09    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QPK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1583729 | PA      | $1480830.02   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                             | Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1                                                         | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58730 | PA      | $55301.78     | 0.00%             | 2034-12-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                 | T-Mobile USA, Inc.                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2918885.59   | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3966, Class NA                                                                                      | CUSIP: 3137AJXA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157133 | PA      | $153650.19    | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                              | Progress Energy, Inc.                                                                                                    | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338165.10    | 0.01%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L9U26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792905 | PA      | $1709367.04   | 0.05%             | 2030-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 20 Year                                                                                                       | CUSIP: 31371MWL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       485 | PA      | $495.59       | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                  | NTT Finance Corp.                                                                                                        | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2547154.48   | 0.07%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                           | Safehold GL Holdings LLC                                                                                                 | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2685398.85   | 0.08%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NWLS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811301 | PA      | $827046.57    | 0.02%             | 2030-09-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PNM Energy Transition Bond Co. I LLC                               | PNM Energy Transition Bond Co. I LLC, Series A-2                                                                         | CUSIP: 69380MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2696821.77   | 0.08%             | 2048-08-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                              | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                                                           | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3447445.30   | 0.10%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2378413.55   | 0.07%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                                | CF Industries, Inc.                                                                                                      | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769216.29    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410GVM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47990 | PA      | $49719.95     | 0.00%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2802787 | PA      | $2332301.75   | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31412QDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112769 | PA      | $115872.56    | 0.00%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-22, Class SA                                                                                           | CUSIP: 38374TRY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179973 | PA      | $13494.85     | 0.00%             | 2039-04-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-76, Class SA                                                                                           | CUSIP: 38375LT67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205113 | PA      | $1097.45      | 0.00%             | 2037-11-20      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1371725.98   | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A                                                                   | CUSIP: 31398F7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122330 | PA      | $126907.47    | 0.00%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-119                                                                                             | CUSIP: 31396LM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21071 | PA      | $18600.83     | 0.00%             | 2036-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2                                                              | CUSIP: 17307GBP2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |        35 | PA      | $31.00        | 0.00%             | 2033-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                     | Element Fleet Management Corp.                                                                                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2690000 | PA      | $2740954.44   | 0.08%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | Burlington Northern Santa Fe LLC                                                                                         | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $335790.76    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1                                                                 | CUSIP: 31392GVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205976 | PA      | $206675.64    | 0.01%             | 2042-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31378QDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       179 | PA      | $178.46       | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-51, Class FZ                                                                                    | CUSIP: 31392DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3218 | PA      | $3214.09      | 0.00%             | 2032-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Goodgreen                                                          | Goodgreen, Series 2023-1A, Class A                                                                                       | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   2547063 | PA      | $2538757.94   | 0.07%             | 2061-01-17      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                          | South Bow USA Infrastructure Holdings LLC                                                                                | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378214.97    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                          | KLA Corp.                                                                                                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    600000 | PA      | $414652.84    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2023-3A, Class C                                                               | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2085000 | PA      | $2103623.22   | 0.06%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                    | AstraZeneca plc                                                                                                          | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $338769.81    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-97, Class GB                                                                                    | CUSIP: 31392HEG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3414 | PA      | $3514.64      | 0.00%             | 2033-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                              | Pepperdine University, Series 2020                                                                                       | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $378744.68    | 0.01%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1997-39, Class PD                                                                                    | CUSIP: 31359PSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8094 | PA      | $8169.31      | 0.00%             | 2027-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                              | Global Payments, Inc.                                                                                                    | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    647000 | PA      | $578341.49    | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                                                                              | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249611.43    | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pepco Holdings LLC                                                 | Pepco Holdings LLC                                                                                                       | CUSIP: 713291AH5<br>LEI: 0IYTXJPU5BH89F2Z1F31 | Long             | DBT              | CORP              | US        |    316000 | PA      | $364194.76    | 0.01%             | 2032-08-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                           | PNC Financial Services Group, Inc. (The)                                                                                 | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1816476.08   | 0.05%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1064174.13   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Renew                                                              | Renew, Series 2017-2A, Class A                                                                                           | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     24792 | PA      | $22757.45     | 0.00%             | 2053-09-22      | Fixed         | 3.22%                 | Yes           |                  3 | On Loan: No      |
| P4 SFR                                                             | P4 SFR                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   2003019 | PA      | $1972974.03   | 0.06%             | 2026-10-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QJ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       863 | PA      | $884.80       | 0.00%             | 2037-04-01      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31403DQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62948 | PA      | $63683.65     | 0.00%             | 2035-06-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3395405 | PA      | $2854069.63   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2302468.25   | 0.07%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4585000 | PA      | $4696549.75   | 0.13%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                  | Lowe's Cos., Inc.                                                                                                        | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100924.43    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31402BEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35743 | PA      | $35933.31     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31408EQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31334 | PA      | $31998.09     | 0.00%             | 2036-01-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2010-157, Class OP                                                                                          | CUSIP: 38377NF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383815 | PA      | $329923.03    | 0.01%             | 2040-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                        | Toronto-Dominion Bank (The)                                                                                              | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $613995.64    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-91, Class ES                                                                                    | CUSIP: 31396XYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323592 | PA      | $35665.50     | 0.00%             | 2037-10-25      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF                                                                        | CUSIP: 31394FSB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259895 | PA      | $257637.80    | 0.01%             | 2045-03-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31400KQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3702 | PA      | $3709.18      | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $100772.56    | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                       | Canadian Pacific Railway Co.                                                                                             | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    712000 | PA      | $623847.09    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                       | Hilton Grand Vacations Trust, Series 2024-1B, Class A                                                                    | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67820 | PA      | $68992.04     | 0.00%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3852, Class QN                                                                                      | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57316 | PA      | $54975.13     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                             | Jonah Energy ABS LLC, Series 2022-1, Class A1                                                                            | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   1339865 | PA      | $1348653.63   | 0.04%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68695.82     | 0.00%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    878000 | PA      | $906667.27    | 0.03%             | 2035-01-19      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                  | NatWest Group plc                                                                                                        | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $673576.57    | 0.02%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                          | Bank of Ireland Group plc                                                                                                | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    755000 | PA      | $735207.08    | 0.02%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                     | NNN REIT, Inc.                                                                                                           | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15896.49     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-2, Class NS                                                                                            | CUSIP: 38374DPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199935 | PA      | $10917.14     | 0.00%             | 2038-01-16      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3232, Class ST                                                                                      | CUSIP: 31397BP96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114798 | PA      | $9032.22      | 0.00%             | 2036-10-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                           | Banco Nacional de Panama                                                                                                 | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |   1250000 | PA      | $1076412.50   | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health                                                   | Ascension Health, Series B                                                                                               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $404437.84    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                       | Fiserv, Inc.                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299866.34    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class C                                                               | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2531634.25   | 0.07%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-22T1, Class A2                                                                       | CUSIP: 12667GGP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2507461 | PA      | $179720.00    | 0.01%             | 2035-06-25      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-56                                                                                              | CUSIP: 31395NWL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83280 | PA      | $73877.46     | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                   | McDonald's Corp.                                                                                                         | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8803.02      | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5430000 | PA      | $2565229.85   | 0.07%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                          | Coca-Cola Femsa SAB de CV                                                                                                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    675000 | PA      | $559197.00    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36213GR52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10358 | PA      | $10476.56     | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4048, Class FJ                                                                                      | CUSIP: 3137AQUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181354 | PA      | $179204.12    | 0.01%             | 2037-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                        | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1                                                     | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27616 | PA      | $27398.08     | 0.00%             | 2034-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2006-16, Class OP                                                                                           | CUSIP: 38374MM63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33757 | PA      | $28208.05     | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 31283YQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20172 | PA      | $20574.33     | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565155 | PA      | $490892.83    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                         | Flagship Credit Auto Trust, Series 2022-4, Class C                                                                       | CUSIP: 33843XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5190000 | PA      | $5266902.31   | 0.15%             | 2028-10-16      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2004-2CB, Class 1A9                                                                       | CUSIP: 12667FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893588 | PA      | $1944815.14   | 0.06%             | 2034-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                 | F&G Global Funding                                                                                                       | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732530.05    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31405WJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11579 | PA      | $11687.63     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                        | VFI ABS LLC, Series 2025-1A, Class B                                                                                     | CUSIP: 91824UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1597695.76   | 0.05%             | 2030-12-24      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1445000 | PA      | $1481125.00   | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                       | KBC Group NV                                                                                                             | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1890000 | PA      | $2046643.37   | 0.06%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                   | Jersey Central Power & Light Co.                                                                                         | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559209.22    | 0.02%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                             | TotalEnergies Capital International SA                                                                                   | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $889911.76    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                         | US Bancorp                                                                                                               | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149101.36    | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-60, Class DZ                                                                                    | CUSIP: 31395NTE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1944288 | PA      | $2054186.10   | 0.06%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XGWP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241998 | PA      | $204448.80    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1103872.71   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                            | Uber Technologies, Inc.                                                                                                  | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225346.10    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                             | NXP BV                                                                                                                   | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1256182.40   | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-52, Class SX                                                                                    | CUSIP: 31393CV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14433 | PA      | $17074.07     | 0.00%             | 2031-10-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                             | CVS Pass-Through Trust                                                                                                   | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24159 | PA      | $24491.08     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-36, Class SH                                                                                           | CUSIP: 38374D3F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150525 | PA      | $671.75       | 0.00%             | 2038-04-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2022-5, Class D                                                           | CUSIP: 80287HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4746136.14   | 0.13%             | 2030-12-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                          | CFIN 2022-RTL1 Issuer LLC, Class A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3235489 | PA      | $3235488.75   | 0.09%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust               | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1                                           | CUSIP: 65535VAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6306 | PA      | $6318.34      | 0.00%             | 2033-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                              | Connecticut Light and Power Co. (The)                                                                                    | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9454.25      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV                                                                                                             | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $694507.00    | 0.02%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747518.82    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31297GXZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40234 | PA      | $42066.34     | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $386635.70    | 0.01%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                             | Bear Stearns ARM Trust, Series 2004-2, Class 14A                                                                         | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16513 | PA      | $15357.15     | 0.00%             | 2034-05-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                            | Pfizer Investment Enterprises Pte. Ltd.                                                                                  | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2060000 | PA      | $1918967.37   | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                         | Niagara Mohawk Power Corp.                                                                                               | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894801.87    | 0.03%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Orchard at landen                                                  | Orchard at landen                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5951873.49   | 0.17%             | 2032-08-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-96, Class QJ                                                                                           | CUSIP: 38378HBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113000 | PA      | $91533.24     | 0.00%             | 2042-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QNXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4106031 | PA      | $3839476.29   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2004-36, Class SA                                                                                    | CUSIP: 31393X5V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130477 | PA      | $144912.78    | 0.00%             | 2034-05-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                               | Columbia Pipelines Operating Co. LLC                                                                                     | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2299935.80   | 0.07%             | 2055-02-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2345, Class NE                                                                                      | CUSIP: 313399SN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16155 | PA      | $16884.85     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $9561126.92   | 0.27%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31409SKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2189 | PA      | $2269.86      | 0.00%             | 2036-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                   | Amazon.com, Inc.                                                                                                         | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86201.96     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3195902.30   | 0.09%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128JLW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38603 | PA      | $39172.75     | 0.00%             | 2034-04-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5575000 | PA      | $5387836.77   | 0.15%             | 2032-10-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC                                                                                                     | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130000.00    | 0.00%             | 2025-09-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                           | Northern Natural Gas Co.                                                                                                 | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226469.70    | 0.01%             | 2054-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                          | Towd Point Mortgage Trust, Series 2021-R1, Class A1                                                                      | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4994253 | PA      | $4463164.36   | 0.13%             | 2060-11-30      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| BVRT LLC                                                           | BVRT LLC, Series 2025-1, Class B                                                                                         | CUSIP: 05614UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4179164 | PA      | $4005118.95   | 0.11%             | 2033-05-10      | Floating      | 4.34%                 | Yes           |                  3 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88201.25     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                 | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3                                              | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67267 | PA      | $67412.60     | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                        | Apple, Inc.                                                                                                              | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15498.14     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                          | GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS                                                                    | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315919 | PA      | $5857.04      | 0.00%             | 2035-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3218, Class AO                                                                                      | CUSIP: 31397BHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37761 | PA      | $30711.48     | 0.00%             | 2036-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2004-89, Class BS                                                                                           | CUSIP: 38374JKW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2670 | PA      | $2679.14      | 0.00%             | 2034-10-20      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LKGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2442703 | PA      | $2463096.22   | 0.07%             | 2032-01-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4701, Class CH                                                                                      | CUSIP: 3137F1JF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87496 | PA      | $84566.97     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                 | Essex Portfolio LP                                                                                                       | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1767680.28   | 0.05%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-49, Class Z                                                                                     | CUSIP: 313921AG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9622 | PA      | $10019.19     | 0.00%             | 2031-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grene Energy Senio                                                 | Grene Energy Senio                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    179956 | PA      | $147329.76    | 0.00%             | 2061-01-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Delmarva Power & Light Co.                                         | Delmarva Power & Light Co.                                                                                               | CUSIP: 247109BR1<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192968.10    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1698329.78   | 0.05%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440007 | PA      | $389811.28    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 323, Class 300                                                                                     | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703087 | PA      | $635364.04    | 0.02%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                          | O'Reilly Automotive, Inc.                                                                                                | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    432000 | PA      | $427946.28    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5551000 | PA      | $3691134.01   | 0.10%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2017-M5, Class A2                                                                                      | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804339 | PA      | $1751348.24   | 0.05%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp.                               | Yale-New Haven Health Services Corp., Series 2020                                                                        | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    780000 | PA      | $446003.27    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                     | Public Service Co. of Colorado                                                                                           | CUSIP: 744448CM1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    214000 | PA      | $154284.53    | 0.00%             | 2046-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                            | Texas Instruments, Inc.                                                                                                  | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    944000 | PA      | $847889.59    | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | Truist Financial Corp.                                                                                                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1150464.22   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2410, Class NG                                                                                      | CUSIP: 31339NLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37453 | PA      | $39122.74     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health, Inc.                                     | Beth Israel Lahey Health, Inc., Series L                                                                                 | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22288.86     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance Delaware LP                              | Great-West Lifeco Finance Delaware LP                                                                                    | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15908.24     | 0.00%             | 2047-06-03      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1046599.03   | 0.03%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                     | Swiss Re Finance Luxembourg SA                                                                                           | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200626.23    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2015-H32, Class FH                                                                                          | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420453 | PA      | $421271.16    | 0.01%             | 2065-12-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31403EDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35611 | PA      | $36715.39     | 0.00%             | 2033-09-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Diversified ABS IX Holdings LLC                                    | Diversified ABS Holdings LLC, Series 2024-2A, Class A                                                                    | CUSIP: 260968AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2774402 | PA      | $2796042.80   | 0.08%             | 2044-09-30      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $751042.62    | 0.02%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15490000 | PA      | $14382101.91  | 0.41%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                            | CenterPoint Energy Houston Electric LLC                                                                                  | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11732.18     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3128M6PK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1019 | PA      | $1045.54      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                         | US Bancorp                                                                                                               | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    965000 | PA      | $998275.01    | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QLMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230341 | PA      | $192376.57    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3481, Class SJ                                                                                      | CUSIP: 31397Y4R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137043 | PA      | $12237.73     | 0.00%             | 2038-08-15      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $362880.27    | 0.01%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                    | Regeneron Pharmaceuticals, Inc.                                                                                          | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1117768.83   | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9                                                                       | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211706 | PA      | $212149.32    | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2924481.36   | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A                                           | CUSIP: 31392W7D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130952 | PA      | $135507.13    | 0.00%             | 2042-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                     | Southern Co. Gas Capital Corp.                                                                                           | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11192.48     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3290, Class SB                                                                                      | CUSIP: 31397FR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147526 | PA      | $12633.34     | 0.00%             | 2037-03-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1509234.80   | 0.04%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3130937.12   | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-60, Class AX                                                                                    | CUSIP: 31396WSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637837 | PA      | $88753.74     | 0.00%             | 2037-07-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LHQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277848 | PA      | $270994.33    | 0.01%             | 2029-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31410RP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35934 | PA      | $36350.00     | 0.00%             | 2036-07-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31387Y5U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12025 | PA      | $12458.80     | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2692, Class SC                                                                                      | CUSIP: 31394KZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21050 | PA      | $22260.66     | 0.00%             | 2033-07-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MASTR Reperforming Loan Trust                                      | MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F                                                                 | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019394 | PA      | $489438.68    | 0.01%             | 2035-05-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $6311634.00   | 0.18%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                     | Carvana Auto Receivables Trust, Series 2023-P3, Class A3                                                                 | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778649 | PA      | $784303.96    | 0.02%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    544438 | PA      | $499181.99    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71393.51     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                       | San Diego Gas & Electric Co.                                                                                             | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $658499.89    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31403KJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22137 | PA      | $22136.68     | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                           | Lloyds Banking Group plc                                                                                                 | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1285188.49   | 0.04%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2018-5, Class AB                                                                                            | CUSIP: 38380UYM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98322 | PA      | $88491.92     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2132, Class SB                                                                                      | CUSIP: 3133TJVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2151 | PA      | $2403.59      | 0.00%             | 2029-03-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4                               | CUSIP: 9393363L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595056 | PA      | $83295.41     | 0.00%             | 2035-04-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2172, Class QC                                                                                      | CUSIP: 3133TLLL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27200 | PA      | $28051.68     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America                                                                                                  | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000551.87   | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-68, Class DP                                                                                           | CUSIP: 38374L4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14833 | PA      | $16211.52     | 0.00%             | 2035-06-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140MFY56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21288754 | PA      | $18487679.80  | 0.53%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31296QYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44789 | PA      | $45833.72     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-75, Class FA                                                                                    | CUSIP: 3136A0GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24471 | PA      | $24425.93     | 0.00%             | 2041-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P                                                   | CUSIP: 92922FFA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6932 | PA      | $5456.75      | 0.00%             | 2033-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    548000 | PA      | $407061.25    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                         | VMware LLC                                                                                                               | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553507.14    | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3326, Class JO                                                                                      | CUSIP: 31397JJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4996 | PA      | $4434.78      | 0.00%             | 2037-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co.                                                                                           | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1642447.43   | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2344, Class ZJ                                                                                      | CUSIP: 313399C70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18875 | PA      | $19724.14     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                        | Aker BP ASA                                                                                                              | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    360000 | PA      | $321419.28    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410GRM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13018 | PA      | $14035.92     | 0.00%             | 2037-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                    | Albemarle Corp.                                                                                                          | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8599.09      | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                               | Charter Communications Operating LLC                                                                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $550186.50    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202C4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1055 | PA      | $1085.47      | 0.00%             | 2028-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3743936 | PA      | $3468842.06   | 0.10%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class A                               | CUSIP: 1729734K2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45400 | PA      | $27204.64     | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617KFSY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1097876 | PA      | $1017776.73   | 0.03%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31400JRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9539 | PA      | $9883.58      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-58, Class NI                                                                                           | CUSIP: 38374LM73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333054 | PA      | $32197.55     | 0.00%             | 2035-08-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L8UK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2572201 | PA      | $2480486.29   | 0.07%             | 2030-02-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617YMMJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1998342 | PA      | $1769960.24   | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                               | Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3                                                            | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47473 | PA      | $47528.06     | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2367, Class ME                                                                                      | CUSIP: 31339GK42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31434 | PA      | $32842.73     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2744, Class PE                                                                                      | CUSIP: 31394PR88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       776 | PA      | $772.96       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-70, Class CO                                                                                    | CUSIP: 31396QYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147793 | PA      | $122485.77    | 0.00%             | 2037-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                                                          | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   4330000 | PA      | $4360264.10   | 0.12%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-33, Class ID                                                                                    | CUSIP: 31359S6G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32743 | PA      | $3447.76      | 0.00%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15145000 | PA      | $15269236.25  | 0.43%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LLNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3315476.26   | 0.09%             | 2033-09-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Trust                           | Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2                                                      | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998000 | PA      | $948889.62    | 0.03%             | 2036-02-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma plc                                                 | Royalty Pharma plc                                                                                                       | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    353000 | PA      | $353000.00    | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                           | Motorola Solutions, Inc.                                                                                                 | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157891.30    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                          | PPL Capital Funding, Inc.                                                                                                | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    765000 | PA      | $777058.71    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                        | Prologis LP                                                                                                              | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360890.58    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                           | President and Fellows of Harvard College                                                                                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14261.33     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503284.22   | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                        | Capital One Financial Corp.                                                                                              | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23851.43     | 0.00%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140H26Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482251 | PA      | $472287.48    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2136, Class PG                                                                                      | CUSIP: 3133TKA26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11642 | PA      | $11835.27     | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1997-81, Class PI                                                                                    | CUSIP: 31359RLD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3097 | PA      | $123.39       | 0.00%             | 2027-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                          | PG&E Recovery Funding LLC, Series A-2                                                                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1505286.49   | 0.04%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82871.51     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                             | Sequoia Mortgage Trust, Series 10, Class 1A                                                                              | CUSIP: 81743VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1694 | PA      | $1647.55      | 0.00%             | 2027-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                  | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                                                               | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6980000 | PA      | $7109136.28   | 0.20%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2007-48                                                                                              | CUSIP: 31396VD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31165 | PA      | $27567.94     | 0.00%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3132FYA80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226274 | PA      | $1210034.41   | 0.03%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 2003-2, Class Z                                                                            | CUSIP: 911760TM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1039490 | PA      | $1052175.54   | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                              | Alexandria Real Estate Equities, Inc.                                                                                    | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134484.44    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3261, Class OA                                                                                      | CUSIP: 31397EPT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63952 | PA      | $54147.52     | 0.00%             | 2037-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                     | Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2                               | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1179021.92   | 0.03%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                           | Eastern Gas Transmission & Storage, Inc.                                                                                 | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    807000 | PA      | $578886.01    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                           | Tricon Residential Trust, Series 2022-SFR1, Class D                                                                      | CUSIP: 89616QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1837000 | PA      | $1813477.58   | 0.05%             | 2039-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-147, Class SA                                                                                   | CUSIP: 31397QW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462776 | PA      | $58252.86     | 0.00%             | 2041-01-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                             | Extra Space Storage LP                                                                                                   | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49596.54     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3404, Class SC                                                                                      | CUSIP: 31397PTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135851 | PA      | $12730.64     | 0.00%             | 2038-01-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29689.26     | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                     | VOLT XCVII LLC, Series 2021-NPL6, Class A1                                                                               | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212015 | PA      | $211947.27    | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2396, Class FM                                                                                      | CUSIP: 31339LJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11628 | PA      | $11624.02     | 0.00%             | 2031-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QGMR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2699 | PA      | $2720.51      | 0.00%             | 2037-01-01      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-28, Class PK                                                                                    | CUSIP: 31392CA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68069 | PA      | $70939.16     | 0.00%             | 2032-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80647 | PA      | $82600.42     | 0.00%             | 2035-01-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                                                                                   | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $41664.54     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                               | Coterra Energy, Inc.                                                                                                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244767.30   | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                          | O'Reilly Automotive, Inc.                                                                                                | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47818.01     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                      | Comcast Corp.                                                                                                            | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    754000 | PA      | $512848.86    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                     | Carvana Auto Receivables Trust, Series 2021-P4, Class A4                                                                 | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365970 | PA      | $361257.65    | 0.01%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                  | Galaxy Pipeline Assets Bidco Ltd.                                                                                        | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    971564 | PA      | $813772.29    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                      | Enel Finance International NV                                                                                            | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    770000 | PA      | $789229.16    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                           | Lloyds Banking Group plc                                                                                                 | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1156284.20   | 0.03%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    939000 | PA      | $938942.42    | 0.03%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $5178547.29   | 0.15%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $767776.98    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-71, Class HJ                                                                                    | CUSIP: 31398TDU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85408 | PA      | $89327.20     | 0.00%             | 2040-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                           | Mid-Atlantic Interstate Transmission LLC                                                                                 | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.81      | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, 30 Year                                                                                                            | CUSIP: 31407DU52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4447 | PA      | $4501.44      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CYH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       854 | PA      | $867.64       | 0.00%             | 2027-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NYM81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7485371 | PA      | $7597522.53   | 0.22%             | 2032-06-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140KQAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5771267 | PA      | $4621556.41   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-71, Class DS                                                                                    | CUSIP: 31393EKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139029 | PA      | $131200.47    | 0.00%             | 2033-08-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4865, Class PE                                                                                      | CUSIP: 3137FL5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186692 | PA      | $179999.22    | 0.01%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                            | DuPont de Nemours, Inc.                                                                                                  | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4004000 | PA      | $4176682.99   | 0.12%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                          | Florida Power & Light Co.                                                                                                | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10324.13     | 0.00%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XKR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3244999 | PA      | $3040192.21   | 0.09%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                 | British Airways Pass-Through Trust, Series 2018-1, Class AA                                                              | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331330 | PA      | $323584.92    | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2113000 | PA      | $1622784.00   | 0.05%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                | Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3                                                            | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $883044.32    | 0.03%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1615344 | PA      | $1539618.32   | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A9                               | CUSIP: 92922FY93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549557 | PA      | $488399.97    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                           | Cooperatieve Rabobank UA                                                                                                 | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $938912.60    | 0.03%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                           | Cox Communications, Inc.                                                                                                 | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $357238.00    | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                         | Shire Acquisitions Investments Ireland DAC                                                                               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4948.15      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26925000 | PA      | $13891617.19  | 0.40%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                    | CoreVest American Finance Trust, Series 2019-2, Class D                                                                  | CUSIP: 21872GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1912731.20   | 0.05%             | 2052-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2024-SFR1, Class A                                                                    | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544777 | PA      | $526226.97    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-1, Class BI                                                                                     | CUSIP: 31396YCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107200 | PA      | $8914.06      | 0.00%             | 2038-02-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                    | Jefferies Financial Group, Inc.                                                                                          | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    771000 | PA      | $796685.82    | 0.02%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                | Public Service Electric and Gas Co.                                                                                      | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    317000 | PA      | $322615.38    | 0.01%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2596, Class QG                                                                                      | CUSIP: 31393NXU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58318 | PA      | $60894.59     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1222000 | PA      | $1261760.20   | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                         | Anglo American Capital plc                                                                                               | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2635000 | PA      | $2727962.80   | 0.08%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2011-22, Class WA                                                                                           | CUSIP: 38377QRC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148913 | PA      | $152693.63    | 0.00%             | 2037-02-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                            | Anheuser-Busch Cos. LLC                                                                                                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2541374.32   | 0.07%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1135000 | PA      | $1182609.74   | 0.03%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2353, Class AZ                                                                                      | CUSIP: 3133TUYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72442 | PA      | $74696.84     | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                       | Mizuho Financial Group, Inc.                                                                                             | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2130000 | PA      | $2154507.95   | 0.06%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A                                           | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203564 | PA      | $210857.05    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                       | Cadence Design Systems, Inc.                                                                                             | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10072.45     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                | Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A                                                           | CUSIP: 17307GPS1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    110433 | PA      | $98103.60     | 0.00%             | 2035-02-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Goodgreen                                                          | Goodgreen, Series 2019-2A, Class A                                                                                       | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1062381 | PA      | $915049.66    | 0.03%             | 2055-04-15      | Fixed         | 2.76%                 | Yes           |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1270000 | PA      | $1267320.30   | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2005-4F, Class AP                                                                        | CUSIP: 36242DY56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $2.03         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31349UB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31165 | PA      | $32229.87     | 0.00%             | 2036-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                       | Intuit, Inc.                                                                                                             | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372730.39    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7712532 | PA      | $7261231.34   | 0.21%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140NV7D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4443000 | PA      | $4505662.65   | 0.13%             | 2031-08-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                 | New Century Home Equity Loan Trust, Series 2003-5, Class AI7                                                             | CUSIP: 64352VEF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        57 | PA      | $56.66        | 0.00%             | 2033-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                           | Marvell Technology, Inc.                                                                                                 | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4899909.57   | 0.14%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $14671.09     | 0.00%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                            | GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4                                                                       | CUSIP: 3623417C7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622742 | PA      | $254202.22    | 0.01%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-22, Class UD                                                                                    | CUSIP: 31393ANT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372335 | PA      | $368288.71    | 0.01%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179YAL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210990 | PA      | $179972.28    | 0.01%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHRV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1549 | PA      | $1584.03      | 0.00%             | 2036-11-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                               | American Express Co.                                                                                                     | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1525349.65   | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                | Macquarie Bank Ltd.                                                                                                      | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $518308.04    | 0.01%             | 2036-03-03      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $433951.69    | 0.01%             | 2032-09-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                     | Broadcom, Inc.                                                                                                           | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1195555.59   | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-44, Class GO                                                                                    | CUSIP: 31395NBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118300 | PA      | $104678.70    | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3153470.47   | 0.09%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2552, Class ME                                                                                      | CUSIP: 31393HXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110735 | PA      | $115163.86    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L92X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7615077.04   | 0.22%             | 2030-05-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    570000 | PA      | $604190.77    | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XJ7M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4095254 | PA      | $3434491.90   | 0.10%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133BCYK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3792295 | PA      | $3319996.85   | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                       | San Diego Gas & Electric Co.                                                                                             | CUSIP: 797440BP8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    379000 | PA      | $307761.23    | 0.01%             | 2041-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA                                                                                                             | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    634000 | PA      | $648132.76    | 0.02%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                   | ABN AMRO Bank NV                                                                                                         | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $917863.65    | 0.03%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                             | Standard Chartered plc                                                                                                   | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $447820.06    | 0.01%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                       | KBC Group NV                                                                                                             | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $203575.38    | 0.01%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                         | Constellation Brands, Inc.                                                                                               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299888.06    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L5RM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1486519 | PA      | $1481532.25   | 0.04%             | 2025-12-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-53, Class CI                                                                                    | CUSIP: 31397LC23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59430 | PA      | $5949.51      | 0.00%             | 2038-07-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                                                                                                  | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    520000 | PA      | $428236.27    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2631, Class SA                                                                                      | CUSIP: 31393RY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2224 | PA      | $2338.53      | 0.00%             | 2033-06-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                           | PNC Financial Services Group, Inc. (The)                                                                                 | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1172951.98   | 0.03%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-34, Class ED                                                                                    | CUSIP: 31393CDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280452 | PA      | $291702.91    | 0.01%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                   | BP Capital Markets America, Inc.                                                                                         | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210669.25    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K754, Class AM                                          | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1801826.90   | 0.05%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-79, Class OK                                                                                           | CUSIP: 38376CXX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49727 | PA      | $41679.54     | 0.00%             | 2037-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 31427PGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6987591 | PA      | $6549586.13   | 0.19%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XVN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5438575 | PA      | $4828355.81   | 0.14%             | 2053-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                | Exeter Automobile Receivables Trust, Series 2025-3A, Class C                                                             | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $197733.80    | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3194, Class SA                                                                                      | CUSIP: 31396UD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17371 | PA      | $1853.28      | 0.00%             | 2036-07-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 351, Class 7                                                                                        | CUSIP: 3136FCHW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63855 | PA      | $6904.48      | 0.00%             | 2034-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                | Sonoco Products Co.                                                                                                      | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155735.88    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QRRS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2409386 | PA      | $2385523.02   | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2224, Class CB                                                                                      | CUSIP: 3133TNK45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5909 | PA      | $6147.10      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-6, Class SA                                                                                            | CUSIP: 38375Y5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107627 | PA      | $403.44       | 0.00%             | 2039-02-16      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                        | Evergy Kansas Central, Inc.                                                                                              | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121565.89    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2025-SFR3, Class B                                                                    | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $3950568.38   | 0.11%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, Other                                                                                                           | CUSIP: 3622ADXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6487994 | PA      | $5969504.85   | 0.17%             | 2065-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                       | Bridge Trust, Series 2022-SFR1, Class A                                                                                  | CUSIP: 10805VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2993928 | PA      | $2978550.46   | 0.08%             | 2037-11-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co.                                       | Liberty Mutual Insurance Co.                                                                                             | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15444.96     | 0.00%             | 2026-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276022 | PA      | $295423.71    | 0.01%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                              | Public Service Enterprise Group, Inc.                                                                                    | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34930.40     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-44, Class P                                                                                     | CUSIP: 31395NBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298265 | PA      | $261059.31    | 0.01%             | 2033-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179XX27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10742134 | PA      | $9858045.72   | 0.28%             | 2053-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-64, Class SX                                                                                    | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14032 | PA      | $13809.09     | 0.00%             | 2033-07-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential Trust, Series 2024-SFR5, Class D                                                                    | CUSIP: 74332HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1892000 | PA      | $1763983.50   | 0.05%             | 2029-08-09      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | Aviation Capital Group LLC                                                                                               | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2461210.61   | 0.07%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6253513.07   | 0.18%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                        | Phillips 66                                                                                                              | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34476.68     | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31391REW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       691 | PA      | $706.30       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA                                                                                                             | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4960000 | PA      | $5223432.89   | 0.15%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-33, Class TI                                                                                           | CUSIP: 38374UJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52439 | PA      | $3886.28      | 0.00%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                           | AmeriCredit Automobile Receivables Trust, Series 2023-2, Class A3                                                        | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $609723.48    | 0.02%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                       | Intuit, Inc.                                                                                                             | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1254945.64   | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                               | American Airlines Pass-Through Trust, Series 2016-3, Class AA                                                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132222 | PA      | $126775.75    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                         | US Bancorp                                                                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82301.03     | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LEUY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8712634 | PA      | $7446663.79   | 0.21%             | 2033-12-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                         | DOC DR LLC                                                                                                               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $449942.29    | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                    | Eastern Energy Gas Holdings LLC                                                                                          | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    760000 | PA      | $777112.35    | 0.02%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT                                                       | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2202359 | PA      | $1960433.81   | 0.06%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1207659.82   | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31403DLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3176 | PA      | $3210.61      | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2024-57, Class PT                                                                                           | CUSIP: 38384NCN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3994103 | PA      | $3912043.22   | 0.11%             | 2064-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CQX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       123 | PA      | $123.69       | 0.00%             | 2026-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                              | Parker-Hannifin Corp.                                                                                                    | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6484.87      | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2004-98, Class SB                                                                                           | CUSIP: 38374JN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22633 | PA      | $24500.83     | 0.00%             | 2034-11-20      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                          | Duke Energy Carolinas LLC                                                                                                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    129000 | PA      | $111276.44    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                        | Aker BP ASA                                                                                                              | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    660000 | PA      | $639346.76    | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                  | Duke Energy Corp.                                                                                                        | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1381555.10   | 0.04%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                              | Saudi Arabian Oil Co.                                                                                                    | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    278000 | PA      | $275742.64    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                            | Telefonica Emisiones SA                                                                                                  | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $44540.24     | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3618BDHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1356681 | PA      | $1394227.99   | 0.04%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                          | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU                                                      | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2904500 | PA      | $2506745.37   | 0.07%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $872310.94    | 0.02%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53050000 | PA      | $53398140.63  | 1.52%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3631057 | PA      | $3080446.39   | 0.09%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA                                                                                                      | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2250875.25   | 0.06%             | 2033-01-21      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| nVent Finance SARL                                                 | nVent Finance SARL                                                                                                       | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $465647.48    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138L8AZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3002488 | PA      | $2963229.44   | 0.08%             | 2026-12-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-25, Class SE                                                                                           | CUSIP: 38374XSE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75761 | PA      | $2680.35      | 0.00%             | 2038-09-20      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                        | Southern California Gas Co.                                                                                              | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1457817.93   | 0.04%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                | Kinder Morgan, Inc.                                                                                                      | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1675889.77   | 0.05%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                    | Impac CMB Trust, Series 2004-7, Class 1A1                                                                                | CUSIP: 45254NKF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143113 | PA      | $141515.88    | 0.00%             | 2034-11-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2006-26CB, Class A9                                                                       | CUSIP: 02147WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833593 | PA      | $401987.27    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA                                                                                                                  | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3020000 | PA      | $3120732.16   | 0.09%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                | Public Service Electric and Gas Co.                                                                                      | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1250060.39   | 0.04%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2325, Class PM                                                                                      | CUSIP: 3133TU3J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13705 | PA      | $14285.74     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3549, Class FA                                                                                      | CUSIP: 31398EP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6808 | PA      | $6891.82      | 0.00%             | 2039-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617VUD53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2540544 | PA      | $2662741.37   | 0.08%             | 2071-08-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                    | WHARF Commercial Mortgage Trust, Series 2025-DC, Class B                                                                 | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8151574.40   | 0.23%             | 2040-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 1998-1, Class 2E                                                                           | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72490 | PA      | $73204.00     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31403QVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23737 | PA      | $24341.20     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                              | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                                                                        | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   3515000 | PA      | $3533816.15   | 0.10%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                     | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A18                                                | CUSIP: 225458QQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361971 | PA      | $373421.82    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                 | Columbia Pipelines Holding Co. LLC                                                                                       | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $488522.28    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XJWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4025024 | PA      | $3521282.16   | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2040, Class PE                                                                                      | CUSIP: 3133TD3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10317 | PA      | $10492.73     | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                     | AutoZone, Inc.                                                                                                           | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $662710.21    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5496863 | PA      | $4368857.84   | 0.12%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31410DAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       952 | PA      | $985.57       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87262.47     | 0.00%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                    | Santander UK Group Holdings plc                                                                                          | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3442872.25   | 0.10%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31387AW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6615 | PA      | $6691.50      | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31401A3J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29395 | PA      | $30217.49     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16035000 | PA      | $15542675.47  | 0.44%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 20 Year                                                                                                      | CUSIP: 31329KV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199413 | PA      | $189261.58    | 0.01%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                   | MASTR Asset Securitization Trust, Series 2004-1, Class 30                                                                | CUSIP: 55265K6X2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5842 | PA      | $4379.98      | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2462, Class JG                                                                                      | CUSIP: 31392MQP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42809 | PA      | $44916.03     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3138M1MU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242753 | PA      | $228046.70    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                                                               | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4258925.58   | 0.12%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2169, Class TB                                                                                      | CUSIP: 3133TL5G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32028 | PA      | $32990.84     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                  | Exxon Mobil Corp.                                                                                                        | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $931650.17    | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                   | ERP Operating LP                                                                                                         | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103145.34    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                      | AIB Group plc                                                                                                            | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2470000 | PA      | $2534596.38   | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2017-H14, Class FV                                                                                          | CUSIP: 38376R5A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20137 | PA      | $20140.77     | 0.00%             | 2067-06-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3171, Class MO                                                                                      | CUSIP: 31396TUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8849 | PA      | $8042.81      | 0.00%             | 2036-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                        | Business Jet Securities LLC, Series 2022-1A, Class A                                                                     | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210448 | PA      | $207898.43    | 0.01%             | 2037-06-15      | Fixed         | 4.46%                 | Yes           |                  3 | On Loan: No      |
| TC PipeLines LP                                                    | TC PipeLines LP                                                                                                          | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6959.64      | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-28, Class BO                                                                                           | CUSIP: 38375J8N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34508 | PA      | $28258.49     | 0.00%             | 2037-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2003-12, Class SP                                                                                           | CUSIP: 38373SNF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43715 | PA      | $328.88       | 0.00%             | 2033-02-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                | CNH Equipment Trust, Series 2022-C, Class A3                                                                             | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107540 | PA      | $108147.48    | 0.00%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                   | PG&E Energy Recovery Funding LLC, Series A-3                                                                             | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $35736.97     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31410DVM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12130 | PA      | $12431.05     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2012-H31, Class FD                                                                                          | CUSIP: 38375BD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168625 | PA      | $168190.69    | 0.00%             | 2062-12-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA                                                                                                                     | CUSIP: 31405YX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32036 | PA      | $32379.29     | 0.00%             | 2034-10-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2                                                                        | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59763 | PA      | $61980.68     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2687990.47   | 0.08%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2011-75, Class SM                                                                                           | CUSIP: 38377WFA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267671 | PA      | $17697.36     | 0.00%             | 2041-05-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132DQFD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245788 | PA      | $213554.62    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                               | American Tower Corp.                                                                                                     | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    324000 | PA      | $202712.47    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2538922.26   | 0.07%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617KQEA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524990 | PA      | $536543.95    | 0.02%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1531102.83   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                               | American Airlines Pass-Through Trust, Series 2014-1, Class A                                                             | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16122 | PA      | $15982.28     | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                               | FirstKey Homes Trust, Series 2021-SFR1, Class D                                                                          | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3888844.40   | 0.11%             | 2038-08-17      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-80, Class HZ                                                                                    | CUSIP: 31398R2C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220628 | PA      | $226181.60    | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XMMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8059514 | PA      | $7382164.03   | 0.21%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | Burlington Northern Santa Fe LLC                                                                                         | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $326679.54    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                         | Occidental Petroleum Corp.                                                                                               | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    352000 | PA      | $286172.48    | 0.01%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138EPR30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647005 | PA      | $1641191.21   | 0.05%             | 2026-01-01      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2412, Class SP                                                                                      | CUSIP: 31339DW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35396 | PA      | $38565.89     | 0.00%             | 2032-02-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA                                                                                                             | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1449000 | PA      | $1603990.18   | 0.05%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                            | MVW LLC, Series 2025-1A, Class B                                                                                         | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4209413 | PA      | $4262255.44   | 0.12%             | 2042-09-22      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                       | Avolon Holdings Funding Ltd.                                                                                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $888008.00    | 0.03%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3134                                                                                                | CUSIP: 31396J5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15949 | PA      | $13193.81     | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-10, Class XI                                                                                    | CUSIP: 31396YKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110289 | PA      | $10032.00     | 0.00%             | 2038-03-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                         | VMware LLC                                                                                                               | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140339.95    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 374, Class 5                                                                                        | CUSIP: 3136FCZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45383 | PA      | $7135.61      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury Long Bond                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -90 | NC      | $-28277.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                              | Targa Resources Corp.                                                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2424540.89   | 0.07%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3924, Class LC                                                                                      | CUSIP: 3137AF7B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189288 | PA      | $184212.44    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2004-90, Class SI                                                                                           | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212525 | PA      | $11473.32     | 0.00%             | 2034-10-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                                                               | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4590579.60   | 0.13%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2018-M10, Class A2                                                                                     | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3230089 | PA      | $3185463.56   | 0.09%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                           | Sierra Pacific Power Co.                                                                                                 | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1023128.09   | 0.03%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CFIN Issuer LLC                                                    | CFIN Issuer LLC, Series 2022-RTL1, Class AA                                                                              | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685249 | PA      | $680109.81    | 0.02%             | 2026-02-16      | Variable      | 4.75%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2010-64, Class DM                                                                                    | CUSIP: 31398RM85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35039 | PA      | $35457.66     | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3064, Class MC                                                                                      | CUSIP: 31396ER57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2321264 | PA      | $2434405.99   | 0.07%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                           | Bristol-Myers Squibb Co.                                                                                                 | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75398.40     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                        | Apple, Inc.                                                                                                              | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39219.80     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                               | FREMF Mortgage Trust, Series 2019-K100, Class B                                                                          | CUSIP: 30313PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $167624.57    | 0.00%             | 2052-11-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2313, Class LA                                                                                      | CUSIP: 3133TTK67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6939 | PA      | $7086.43      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4902, Class BA                                                                                      | CUSIP: 3137FMZR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213300 | PA      | $193655.78    | 0.01%             | 2049-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617XW7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1200391 | PA      | $1063204.62   | 0.03%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3622458.99   | 0.10%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10543.86     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31371LG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10228 | PA      | $10321.41     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                       | Hilton Grand Vacations Trust, Series 2024-2A, Class B                                                                    | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81439 | PA      | $82838.66     | 0.00%             | 2038-03-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31371NT54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1680 | PA      | $1700.90      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, Other                                                                                                  | CUSIP: 3128UNCQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1047 | PA      | $1065.67      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2015-M10, Class A2                                                                                     | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4078936 | PA      | $4014952.95   | 0.11%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LJD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190088 | PA      | $183346.84    | 0.01%             | 2029-07-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                              | Vendee Mortgage Trust, Series 1996-1, Class 1Z                                                                           | CUSIP: 92260MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30869 | PA      | $30901.49     | 0.00%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140N4C54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1630301 | PA      | $1612641.43   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3233, Class OP                                                                                      | CUSIP: 31397BYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23968 | PA      | $19979.95     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9498.96      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                | Emera US Finance LP                                                                                                      | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $583322.15    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CPT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       207 | PA      | $206.80       | 0.00%             | 2026-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-72, Class SX                                                                                    | CUSIP: 31392BJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1550 | PA      | $1744.34      | 0.00%             | 2031-12-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-40, Class SB                                                                                           | CUSIP: 38375KA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305001 | PA      | $12801.73     | 0.00%             | 2037-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLB                                                               | FHLB                                                                                                                     | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     30000 | PA      | $32696.28     | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.               | Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1                                           | CUSIP: 2254W0GJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126204 | PA      | $130177.99    | 0.00%             | 2033-02-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                           | Bunge Ltd. Finance Corp.                                                                                                 | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1575980.58   | 0.04%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3138LJZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3050000 | PA      | $2846570.19   | 0.08%             | 2032-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617K1Y72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1192810 | PA      | $1123446.41   | 0.03%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                              | United Mexican States                                                                                                    | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1061000 | PA      | $1109275.50   | 0.03%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                 | DT Midstream, Inc.                                                                                                       | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $848447.10    | 0.02%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                    | Plains All American Pipeline LP                                                                                          | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1519374.73   | 0.04%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                           | PNC Financial Services Group, Inc. (The)                                                                                 | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645294.85    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                           | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A                                                        | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124663 | PA      | $126041.10    | 0.00%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp.                                                        | Nucor Corp.                                                                                                              | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12121.60     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                  | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A                                                               | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2515703.50   | 0.07%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5040234.40   | 0.14%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-17, Class JO                                                                                           | CUSIP: 38375JTE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32872 | PA      | $27061.01     | 0.00%             | 2037-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                  | Chevron Phillips Chemical Co. LLC                                                                                        | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29663.91     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-48, Class GH                                                                                    | CUSIP: 31392DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93324 | PA      | $97593.55     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317147.08    | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2484, Class LZ                                                                                      | CUSIP: 31392R3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46445 | PA      | $48751.15     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-68, Class FT                                                                                    | CUSIP: 31392EXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       321 | PA      | $320.67       | 0.00%             | 2032-10-18      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                       | Biogen, Inc.                                                                                                             | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1340839.97   | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                       | Hilton Grand Vacations Trust, Series 2025-2A, Class A                                                                    | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7080000 | PA      | $7103385.24   | 0.20%             | 2044-05-25      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                             | WEC Energy Group, Inc.                                                                                                   | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28347.31     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140K22K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740943 | PA      | $1533507.80   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861768 | PA      | $776669.97    | 0.02%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                         | Tennessee Valley Authority                                                                                               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     51000 | PA      | $40518.40     | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, STRIPS, Series 318, Class 1                                                                                        | CUSIP: 3136FAFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4313 | PA      | $3984.45      | 0.00%             | 2032-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43900000 | PA      | $44117785.27  | 1.25%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3142GR6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7381689 | PA      | $7605937.87   | 0.22%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617KQD88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669480 | PA      | $679477.35    | 0.02%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                       | MASTR Alternative Loan Trust, Series 2003-3, Class 1A1                                                                   | CUSIP: 576434DT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41029 | PA      | $42086.48     | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2005-8, Class 30                                                                   | CUSIP: 05946X3C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28521 | PA      | $18703.63     | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8078300 | PA      | $5233854.80   | 0.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                         | Niagara Mohawk Power Corp.                                                                                               | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    460000 | PA      | $439093.54    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2000-52                                                                                              | CUSIP: 31358SU66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3447 | PA      | $419.51       | 0.00%             | 2031-01-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                | Thornburg Mortgage Securities Trust, Series 2003-4, Class A1                                                             | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42946 | PA      | $42550.98     | 0.00%             | 2043-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2005-84, Class XM                                                                                    | CUSIP: 31394FN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239931 | PA      | $247873.69    | 0.01%             | 2035-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36212ENR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42328 | PA      | $42851.36     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3138                                                                                                | CUSIP: 31396N7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82609 | PA      | $72094.50     | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037274 | PA      | $1023550.08   | 0.03%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31335APS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153168 | PA      | $153518.53    | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | Oracle Corp.                                                                                                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $957430.12    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                   | Berkshire Hathaway Finance Corp.                                                                                         | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87976.87     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                | Deutsche Telekom AG                                                                                                      | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    335000 | PA      | $240947.42    | 0.01%             | 2050-01-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                            | Uber Technologies, Inc.                                                                                                  | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711767.38    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2285000 | PA      | $2380928.50   | 0.07%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2005-7, Class 30                                                                   | CUSIP: 05946XV83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48571 | PA      | $50317.57     | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128S4AA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1203 | PA      | $1230.97      | 0.00%             | 2036-01-01      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                                                                                | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1400611.68   | 0.04%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1230351.54   | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                         | AT&T, Inc.                                                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    113000 | PA      | $75650.31     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                         | City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $407755.96    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                     | Baltimore Gas and Electric Co.                                                                                           | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61456.49     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31406UL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29512 | PA      | $30090.92     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                | Entergy Texas, Inc.                                                                                                      | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443445.26    | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4690000 | PA      | $4388447.63   | 0.12%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202CLW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2 | PA      | $2.19         | 0.00%             | 2025-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10872239 | PA      | $9271785.56   | 0.26%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                        | Cheniere Energy Partners LP                                                                                              | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787168.54    | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-72, Class IE                                                                                    | CUSIP: 31393DXG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131155 | PA      | $15771.38     | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $41218.95     | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                | Teachers Insurance & Annuity Association of America                                                                      | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    415000 | PA      | $334456.67    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-H03, Class FA                                                                                          | CUSIP: 38375BF64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        57 | PA      | $56.41        | 0.00%             | 2060-08-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury STRIPS Bonds                                                                                               | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6865000 | PA      | $5629866.77   | 0.16%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                     | Enbridge, Inc.                                                                                                           | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1393727.51   | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                | Realty Income Corp.                                                                                                      | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6958.02      | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-1CB, Class 1A6                                                                       | CUSIP: 12667F2M6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255115 | PA      | $29480.25     | 0.00%             | 2035-03-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                        | Seasoned Loans Structured Transaction Trust, Series 2025-1, Class A1                                                     | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10306079 | PA      | $9605461.43   | 0.27%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3511, Class SA                                                                                      | CUSIP: 31397YVF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99205 | PA      | $7868.70      | 0.00%             | 2039-02-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3138EGBP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90773 | PA      | $93574.08     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 233, Class 13                                                                                      | CUSIP: 31282YDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174745 | PA      | $25653.69     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                           | Bimbo Bakeries USA, Inc.                                                                                                 | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209216.00    | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A                                           | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163299 | PA      | $150651.57    | 0.00%             | 2032-07-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617LNSC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2383266 | PA      | $2110938.55   | 0.06%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                   | Nevada Power Co., Series N                                                                                               | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110645.01    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31380XQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8919 | PA      | $9123.47      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                 | Crown Castle, Inc.                                                                                                       | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252650.49    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                                                             | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6442079.36   | 0.18%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                        | WRKCo, Inc.                                                                                                              | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168743.35    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                 | ConocoPhillips Co.                                                                                                       | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1413410.73   | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                   | Burlington Northern Santa Fe LLC                                                                                         | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $30002.40     | 0.00%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, STRIPS, Series 233, Class 11                                                                                      | CUSIP: 31282YDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123855 | PA      | $20056.74     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH America, Inc.                                                  | CRH America, Inc.                                                                                                        | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    893000 | PA      | $821627.57    | 0.02%             | 2045-05-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31287UNA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5770 | PA      | $6071.39      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                 | Atmos Energy Corp.                                                                                                       | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    828000 | PA      | $696244.18    | 0.02%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                         | Massachusetts Electric Co.                                                                                               | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15459.84     | 0.00%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2020-M50, Class A2                                                                                     | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1111722 | PA      | $1058657.34   | 0.03%             | 2030-10-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 3617FGMN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1801993 | PA      | $1791859.92   | 0.05%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                            | FMR LLC                                                                                                                  | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551671.22    | 0.02%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52680000 | PA      | $52881665.36  | 1.50%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2013-104, Class CY                                                                                   | CUSIP: 3136AGSP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $244125.25    | 0.01%             | 2043-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31371HDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3168 | PA      | $3237.25      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                   | SLG Office Trust, Series 2021-OVA, Class A                                                                               | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4355000 | PA      | $3870477.51   | 0.11%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 31402HGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73492 | PA      | $73871.52     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                         | AerCap Ireland Capital DAC                                                                                               | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3145000 | PA      | $2879345.94   | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2207299 | PA      | $1978373.31   | 0.06%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3844, Class DB                                                                                      | CUSIP: 3137A8Y28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34327 | PA      | $34324.10     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QDEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3747479 | PA      | $3304155.62   | 0.09%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LEBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3822413 | PA      | $3335685.35   | 0.09%             | 2031-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Academic Loan Funding Trust                                        | Academic Loan Funding Trust, Series 2013-1A, Class A                                                                     | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357086 | PA      | $347874.74    | 0.01%             | 2044-12-26      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LGRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1892122.40   | 0.05%             | 2032-09-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132E0L91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4908792 | PA      | $4125473.22   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                            | Port Authority of New York and New Jersey, Consolidated, Series 165                                                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    440000 | PA      | $463546.16    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | Truist Financial Corp.                                                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    824000 | PA      | $858348.41    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                          | UDR, Inc.                                                                                                                | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    710000 | PA      | $598876.08    | 0.02%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                             | Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1                                                          | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82339 | PA      | $80333.75     | 0.00%             | 2028-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2791823.46   | 0.08%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A2                                                               | CUSIP: 31392GVR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318481 | PA      | $337959.54    | 0.01%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding                                                       | HERO Funding, Series 2017-3A, Class A2                                                                                   | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    595019 | PA      | $562854.23    | 0.02%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  3 | On Loan: No      |
| Entergy Arkansas LLC                                               | Entergy Arkansas LLC                                                                                                     | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    415000 | PA      | $243641.97    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                              | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B                                                           | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3880000 | PA      | $3865761.95   | 0.11%             | 2028-11-14      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                   | Bank of Montreal                                                                                                         | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12741.77     | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $898665.62    | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2011-130, Class CA                                                                                   | CUSIP: 3136A2B85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332771 | PA      | $350877.32    | 0.01%             | 2041-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                          | PG&E Recovery Funding LLC, Series A-3                                                                                    | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1349323.80   | 0.04%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                | Brown & Brown, Inc.                                                                                                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1625467.38   | 0.05%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70129.23     | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140XMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4237469 | PA      | $3564671.89   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140W13T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9748279 | PA      | $8542108.43   | 0.24%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                           | Duke Energy Progress LLC                                                                                                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103384.09    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                   | MASTR Asset Securitization Trust, Series 2004-6, Class 15                                                                | CUSIP: 57643MDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127 | PA      | $126.05       | 0.00%             | 2019-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ventas Realty LP                                                   | Ventas Realty LP                                                                                                         | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556950.62    | 0.02%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128NHY72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40352 | PA      | $41687.45     | 0.00%             | 2036-12-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                              | Quanta Services, Inc.                                                                                                    | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1712743.65   | 0.05%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                     | Baltimore Gas and Electric Co.                                                                                           | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    475000 | PA      | $298703.26    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1504624.99   | 0.04%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 1999-18, Class Z                                                                                     | CUSIP: 31359VRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1027 | PA      | $1024.84      | 0.00%             | 2029-04-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                | Bank of New York Mellon Corp. (The)                                                                                      | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1105186.75   | 0.03%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133ABEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232674 | PA      | $195771.58    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2001-35, Class SA                                                                                           | CUSIP: 38373RTZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24159 | PA      | $48.88        | 0.00%             | 2031-08-16      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                          | UDR, Inc.                                                                                                                | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25579.13     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74000 | PA      | $74633.05     | 0.00%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                                                           | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5856103.98   | 0.17%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22770.31     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140N1PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1667049 | PA      | $1648990.86   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2990, Class UZ                                                                                      | CUSIP: 31395V4P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639300 | PA      | $670535.78    | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                               | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                                                         | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3618392.80   | 0.10%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                      | MetLife, Inc.                                                                                                            | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27040.47     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                  | HSBC Holdings plc                                                                                                        | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1193413.25   | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                  | Wells Fargo & Co.                                                                                                        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1991263.86   | 0.06%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29819.68     | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                             | Alternative Loan Trust, Series 2005-64CB, Class 1A9                                                                      | CUSIP: 12668AZU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224629 | PA      | $200259.19    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust, Series 2024-2, Class C                                                           | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122920.24    | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2019-2, Class AA                                                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994553 | PA      | $908104.92    | 0.03%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LHVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4038129.36   | 0.11%             | 2032-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                 | United Airlines Pass-Through Trust, Series 2024-1, Class AA                                                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433799 | PA      | $1469092.06   | 0.04%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                           | MRCD MARK Mortgage Trust, Series 2019-PARK, Class D                                                                      | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2685000 | PA      | $1964346.00   | 0.06%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA                                                                                                             | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2892000 | PA      | $2923181.37   | 0.08%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A                                                        | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1988507 | PA      | $1951127.48   | 0.06%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140FXTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3137609 | PA      | $3187940.68   | 0.09%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2005-74, Class HC                                                                                           | CUSIP: 38374L5Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4658 | PA      | $4674.46      | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                              | Westlake Automobile Receivables Trust, Series 2023-2A, Class D                                                           | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3047000 | PA      | $3117156.87   | 0.09%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                          | HCA, Inc.                                                                                                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601188.12    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS Group AG                                                                                                             | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    539000 | PA      | $583220.37    | 0.02%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2022-9, Class P                                                                                             | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5257147 | PA      | $4671268.36   | 0.13%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2209, Class TC                                                                                      | CUSIP: 3133TNCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10189 | PA      | $10606.33     | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3132E0FW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3064982 | PA      | $2865984.26   | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                          | Bank of Nova Scotia (The)                                                                                                | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $157649.48    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 30 Year                                                                                                | CUSIP: 31296SLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36451 | PA      | $37297.40     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-33, Class IA                                                                                    | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104426 | PA      | $14050.58     | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2001-44, Class MY                                                                                    | CUSIP: 3139205U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72002 | PA      | $75262.50     | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class A2                                          | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $497447.17    | 0.01%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | Truist Financial Corp.                                                                                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    765000 | PA      | $770418.59    | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                             | Invitation Homes Trust, Series 2024-SFR1, Class A                                                                        | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199658 | PA      | $195792.45    | 0.01%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | Volkswagen Group of America Finance LLC                                                                                  | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    378000 | PA      | $356095.05    | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Evergy Missouri West Storm Funding I LLC                           | Evergy Missouri West Storm Funding I LLC, Series A-1                                                                     | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1543303 | PA      | $1556395.50   | 0.04%             | 2038-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                | Valero Energy Corp.                                                                                                      | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $77584.46     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA                                                                                                           | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3895000 | PA      | $3956823.31   | 0.11%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140LFT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2993500 | PA      | $2725578.46   | 0.08%             | 2031-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617FRAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3850137 | PA      | $4051840.55   | 0.12%             | 2072-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                | Abbott Laboratories                                                                                                      | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377676.53    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A                                                        | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462698 | PA      | $459735.20    | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                   | Boeing Co. (The)                                                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1162808.07   | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                   | Amazon.com, Inc.                                                                                                         | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5715.00      | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley                                                                                                           | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1879028.57   | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                | Brown & Brown, Inc.                                                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1784051.27   | 0.05%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36202SBN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18512 | PA      | $19090.40     | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2501, Class PW                                                                                      | CUSIP: 31392UPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7786 | PA      | $8139.66      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Mortgage Securities VII, Inc.             | Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A                                        | CUSIP: 79549AYG8<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-MBS          | CORP              | US        |      9454 | PA      | $9712.40      | 0.00%             | 2033-09-25      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2450, Class GZ                                                                                      | CUSIP: 31392KPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27993 | PA      | $29633.57     | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31371M4K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1998 | PA      | $2073.22      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                   | CMS Energy Corp.                                                                                                         | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470446.37    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                      | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6                                                | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269369 | PA      | $267474.10    | 0.01%             | 2033-09-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                | Constellation Energy Generation LLC                                                                                      | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236786.23    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2019-25, Class PA                                                                                    | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104303 | PA      | $97927.47     | 0.00%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2448, Class FT                                                                                      | CUSIP: 31392KYV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6708 | PA      | $6772.33      | 0.00%             | 2032-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                       | Exelon Corp.                                                                                                             | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032202.28   | 0.03%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                               | FirstKey Homes Trust, Series 2021-SFR1, Class E2                                                                         | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8600000 | PA      | $8367751.84   | 0.24%             | 2038-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                          | Williams Cos., Inc. (The)                                                                                                | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377908.65    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC Gold Pools, 20 Year                                                                                                | CUSIP: 3128P8BS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99182 | PA      | $96528.94     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                       | Pacific Gas and Electric Co.                                                                                             | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3086453.32   | 0.09%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                | Southwest Gas Corp.                                                                                                      | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6697.30      | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-33, Class CI                                                                                           | CUSIP: 38374UKD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49170 | PA      | $3303.35      | 0.00%             | 2039-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FW Energy Asset Issuer LLC                                         | FW Energy Asset Issuer LLC                                                                                               | CUSIP: 302704AA9<br>LEI: 254900YOL2L2C8PFZR08 | Long             | ABS-O            | CORP              | US        |   3202080 | PA      | $3262916.30   | 0.09%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| Bristol-Myers Squibb Co.                                           | Bristol-Myers Squibb Co.                                                                                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1118590.40   | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                              | NextEra Energy Capital Holdings, Inc.                                                                                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2160000.00   | 0.06%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 3128QSZC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8791 | PA      | $8963.40      | 0.00%             | 2036-10-01      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140J2H58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4291660 | PA      | $3776431.10   | 0.11%             | 2030-10-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA I, 30 Year                                                                                                          | CUSIP: 36201SRB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8610 | PA      | $8894.37      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust             | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class A3                                         | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100701.47    | 0.00%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                             | Standard Chartered plc                                                                                                   | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    382000 | PA      | $389800.44    | 0.01%             | 2028-05-14      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29995000 | PA      | $24440066.68  | 0.69%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-42, Class SB                                                                                           | CUSIP: 38375KYH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181451 | PA      | $7869.02      | 0.00%             | 2037-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                      | Duquesne Light Holdings, Inc.                                                                                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74755.43     | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II, 30 Year                                                                                                         | CUSIP: 36202DYY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34097 | PA      | $33977.97     | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2319, Class FD                                                                                      | CUSIP: 3133TT4F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1079 | PA      | $1071.00      | 0.00%             | 2031-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                              | MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1                                                         | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48081 | PA      | $47342.24     | 0.00%             | 2034-04-21      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                               | American Express Co.                                                                                                     | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    665000 | PA      | $673502.94    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-27, Class SN                                                                                    | CUSIP: 31396Y4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55017 | PA      | $5866.80      | 0.00%             | 2038-04-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14688.87     | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-40, Class SA                                                                                           | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699214 | PA      | $34810.73     | 0.00%             | 2038-05-16      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                     | AutoZone, Inc.                                                                                                           | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $780954.43    | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                              | NextEra Energy Capital Holdings, Inc.                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27349.60     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                               | Mitsubishi UFJ Financial Group, Inc.                                                                                     | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $825044.61    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                 | Credit Agricole SA                                                                                                       | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2440000 | PA      | $2534685.59   | 0.07%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC                                                                                                                    | CUSIP: 31346AGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2285 | PA      | $2287.86      | 0.00%             | 2030-11-01      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                             | Truist Financial Corp.                                                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728272.55    | 0.02%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                             | Dell International LLC                                                                                                   | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3313009.82   | 0.09%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $85872.66     | 0.00%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | Canadian Imperial Bank of Commerce                                                                                       | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $652098.15    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2009-14, Class KI                                                                                           | CUSIP: 38374XBQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102312 | PA      | $5950.56      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                    | Citigroup, Inc.                                                                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    719000 | PA      | $649448.02    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $373053.13    | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                       | Fortis, Inc.                                                                                                             | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $365371.08    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                          | SCF Equipment Leasing LLC, Series 2024-1A, Class A3                                                                      | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205047.08    | 0.01%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA ACES, Series 2022-M13, Class A2                                                                                     | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6802000 | PA      | $6151611.81   | 0.17%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                             | Extra Space Storage LP                                                                                                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39531.12     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-34, Class AX                                                                                    | CUSIP: 31393CDE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61948 | PA      | $64828.88     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                            | JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1                                                                       | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70511 | PA      | $71724.39     | 0.00%             | 2034-08-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                | First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1                                           | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55670 | PA      | $54836.44     | 0.00%             | 2034-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                           | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1                                                        | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8040000 | PA      | $8059568.56   | 0.23%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bonds                                                                                                      | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29133.98     | 0.00%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                             | Extra Space Storage LP                                                                                                   | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    869000 | PA      | $859663.73    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                      | UniCredit SpA                                                                                                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    665000 | PA      | $652848.06    | 0.02%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2009-52, Class PI                                                                                    | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4088 | PA      | $621.99       | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2004-1                                                                             | CUSIP: 05946XGF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43208 | PA      | $30676.83     | 0.00%             | 2034-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-128, Class BP                                                                                   | CUSIP: 31396PES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13747 | PA      | $13854.26     | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diversified ABS Phase VIII LLC                                     | Diversified ABS Phase LLC, Series 2024-1A, Class A1                                                                      | CUSIP: 255123AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3166483 | PA      | $3200639.45   | 0.09%             | 2044-05-30      | Fixed         | 7.08%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2018-160, Class PA                                                                                          | CUSIP: 38381AH74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    567867 | PA      | $560246.79    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 3140JBHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2697756 | PA      | $2417616.36   | 0.07%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2013-54, Class WA                                                                                           | CUSIP: 38378MRL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    809554 | PA      | $829303.06    | 0.02%             | 2042-11-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                     | Synopsys, Inc.                                                                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1389289.73   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2007-67, Class EI                                                                                           | CUSIP: 38375LJ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532957 | PA      | $29.31        | 0.00%             | 2037-11-20      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                           | Brookfield Finance, Inc.                                                                                                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $347517.15    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31371NJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2156 | PA      | $2254.81      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                    | Goldman Sachs Group, Inc. (The)                                                                                          | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4891913.24   | 0.14%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18081562.50  | 0.51%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                  | Duke Energy Corp.                                                                                                        | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94502.76     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                           | Marvell Technology, Inc.                                                                                                 | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1418849.78   | 0.04%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                             | Memorial Sloan-Kettering Cancer Center, Series 2015                                                                      | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158636.22    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1452565.43   | 0.04%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                 | State Street Corp.                                                                                                       | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67871.72     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA UMBS, 30 Year                                                                                                       | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4326411 | PA      | $3664894.79   | 0.10%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                       | AbbVie, Inc.                                                                                                             | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $436555.57    | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP                                                                                                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1495477.95   | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                     | Southern California Edison Co.                                                                                           | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    805000 | PA      | $768703.16    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                         | Tennessee Valley Authority                                                                                               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    365000 | PA      | $315116.19    | 0.01%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                              | Bank of America Corp.                                                                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198419.74    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                  | Alabama Power Co.                                                                                                        | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273181.48    | 0.01%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | Athene Global Funding                                                                                                    | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3416626.81   | 0.10%             | 2026-11-12      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-77, Class PC                                                                                    | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117051 | PA      | $120830.79    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Assets                                                      | Energy Assets                                                                                                            | CUSIP: 302704AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    990480 | PA      | $1012029.46   | 0.03%             | 2044-08-25      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 4928, Class PB                                                                                      | CUSIP: 3137FPVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346509 | PA      | $316677.13    | 0.01%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                               | Porsche Innovative Lease Owner Trust, Series 2024-1A, Class A4                                                           | CUSIP: 73328AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4230000 | PA      | $4255318.24   | 0.12%             | 2030-02-20      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                          | SCF Equipment Leasing LLC, Series 2024-1A, Class B                                                                       | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2360682.59   | 0.07%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                               | FNMA REMIC Trust, Series 2007-42, Class AO                                                                               | CUSIP: 31396VM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3789 | PA      | $3327.39      | 0.00%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                         | Constellation Brands, Inc.                                                                                               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199226.99    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                              | Lockheed Martin Corp.                                                                                                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9643.10      | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2003-87, Class SL                                                                                    | CUSIP: 31393E5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26299 | PA      | $26643.17     | 0.00%             | 2033-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                      | Banc of America Funding Trust, Series 2006-A, Class 3A2                                                                  | CUSIP: 058927AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73324 | PA      | $66058.73     | 0.00%             | 2036-02-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 2351, Class PZ                                                                                      | CUSIP: 313399HV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11477 | PA      | $11844.64     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                       | Verizon Communications, Inc.                                                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $821089.29    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                      | Corning, Inc.                                                                                                            | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $793287.68    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-3, Class CX                                | CUSIP: 9393365L3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470608 | PA      | $72991.29     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA, Series 2008-65, Class PG                                                                                           | CUSIP: 38375XZ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22593 | PA      | $22561.23     | 0.00%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2008-16, Class IS                                                                                    | CUSIP: 31396YTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47777 | PA      | $3680.33      | 0.00%             | 2038-03-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, Other                                                                                                              | CUSIP: 31381RTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205552 | PA      | $2209624.87   | 0.06%             | 2026-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                        | Amgen, Inc.                                                                                                              | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    426000 | PA      | $421005.30    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2006-65, Class QO                                                                                    | CUSIP: 31396KAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79598 | PA      | $68341.12     | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                               | Siemens Financieringsmaatschappij NV                                                                                     | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    513000 | PA      | $445877.78    | 0.01%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                         | FHLMC UMBS, 30 Year                                                                                                      | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7768246 | PA      | $6210914.37   | 0.18%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                               | FNMA, REMIC, Series 2002-95, Class FT                                                                                    | CUSIP: 31392HGX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       922 | PA      | $920.98       | 0.00%             | 2033-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                           | Bunge Ltd. Finance Corp.                                                                                                 | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1398107.30   | 0.04%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $38558125.00  | 1.10%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84030000 | PA      | $82375659.38  | 2.34%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                               | GNMA II                                                                                                                  | CUSIP: 3617Y3BB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2497555 | PA      | $2590353.04   | 0.07%             | 2072-02-20      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3219, Class DI                                                                                      | CUSIP: 31397BF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55945 | PA      | $9392.19      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3275, Class FL                                                                                      | CUSIP: 31397FDQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14212 | PA      | $14102.85     | 0.00%             | 2037-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                              | FHLMC, REMIC, Series 3074, Class BH                                                                                      | CUSIP: 31396FM83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46157 | PA      | $46939.82     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Institutional Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer